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Activity Number: 599 - Resampling Methods for High-Dimensional Inference
Type: Topic Contributed
Date/Time: Thursday, August 1, 2019 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract #306549
Title: New Non-Asymptotic Results About Accuracy of Bootstrapping Procedures in Multivariate Setting
Author(s): Mayya Zhilova*
Companies: Georgia Institute of Technology
Keywords: Bootstrap; higher-order inference; dependence on dimension; multivariate Berry-Esseen inequalities

In this talk, we will present recent results about higher order accuracy of bootstrap and Berry-Esseen type approximations in various settings. The established bounds extend the classical multivariate normal approximation results, and provide error terms that depend on a sample size and a dimension explicitly. Furthermore, we show that the obtained critical ratios between the dimension and the sample size cannot be improved under imposed conditions on moments of the distributions.

Authors who are presenting talks have a * after their name.

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