High Dimensional Gaussian Approximation
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:Qiman Shao (Southern University of Science Technology)
: 2025-01-15 17:00
:Conference Room B702 at Administration Building at Haiyun Campus
Speaker:Qiman Shao (Southern University of Science and Technology)
Time:2025-1-15, 17:00
Location:Conference Room B702 at Administration Building at Haiyun Campus
Abstract:
Berry-Esseen type bounds for Gaussian approximation of standardized sums have been extensively studied under finite moment conditions for lower dimensional data and under sub-exponential moment conditions for high dimensional data. However, since the standardized coefficients such as the population standard deviations are typically unknown, it is essential for statistical inference to study the high dimensional Gaussian approximation of self-normalized sums. In this talk, we shall give a brief review on self-normalized limit theory and establish a Cram´er type moderate deviation theorem for self-normalized Gaussian approximation under finite moment conditions.