Title: Gaussian approximation for high dimensional vector under physical dependence
Authors: Xianyang Zhang - Texas A\&M University (United States) [presenting]
Guang Cheng - Purdue Univ (United States)
Abstract: A Gaussian approximation result is developed for the maximum of a sum of weakly dependent vectors, where the data dimension is allowed to be exponentially larger than the sample size. Our result is established under the physical/functional dependence framework. This is as a substantive extension of previous work to time series based on a variant of Steins method developed therein.