Department seminar
Event Location
Aula 16, Caniana
Speaker
Anders B. Kock (University of Oxford)
Contact details
emilio.zanettichini@unibg.it
Title: A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
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.