CENTRAL LIMIT THEOREM AND BOOTSTRAP APPROXIMATION IN HIGH DIMENSIONS: NEAR 1/root n RATES VIA IMPLICIT SMOOTHING

Nonasymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate Kolmogorov distance, in the context of a sum of n random vectors that are p-dimensional and i.i.d. Up to now, a growing line of work has established bounds with mild logarithmic dependence on p. However, the problem of developing corresponding bounds with near n(-1/2) dependence on n has remained largely unresolved. Within the setting of random vectors that have sub-Gaussian or subexponential entries, this paper establishes bounds with near n(-1/2) dependence, for both Gaussian and bootstrap approximation. In addition, the proofs are considerably distinct from other recent approaches, and make use of an "implicit smoothing" operation in the Lindeberg interpolation.