Seminar - Anders B. Kock (University of Oxford) | Dipartimento di Scienze Economiche

Seminar - Anders B. Kock (University of Oxford)

26 marzo 2024 11:00
Aula 16, Caniana
Anders B. Kock (University of Oxford)
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Dipartimento di Scienze Economiche

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.