A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations

Anders Bredahl Kock; David Preinerstorfer

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arXiv · 2310.12863

A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations

Anders Bredahl Kock·David Preinerstorfer

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Abstract

In this article, we study the critical growth rates of dimension below which Gaussian critical values can be used for hypothesis testing but beyond which they cannot. We are particularly interested in how these growth rates depend on the number of moments that the observations possess.

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Anders Bredahl Kock, David Preinerstorfer. 2023-10-19. A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations. https://arxiv.org/abs/2310.12863

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