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Empirical and multiplier bootstraps for suprema of empirical processes
  of increasing complexity, and related Gaussian couplings
v1v2 (latest)

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

2 February 2015
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
ArXiv (abs)PDFHTML

Papers citing "Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings"

29 / 29 papers shown
Title
High-dimensional Data Bootstrap
High-dimensional Data Bootstrap
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
Yuta Koike
87
32
0
19 May 2022
An Online Sequential Test for Qualitative Treatment Effects
An Online Sequential Test for Qualitative Treatment Effects
C. Shi
Shuang Luo
Hong-Tu Zhu
Rui Song
94
3
0
06 Nov 2021
Limit Distribution Theory for the Smooth 1-Wasserstein Distance with
  Applications
Limit Distribution Theory for the Smooth 1-Wasserstein Distance with Applications
Ritwik Sadhu
Ziv Goldfeld
Kengo Kato
79
9
0
28 Jul 2021
Gaussian approximation and spatially dependent wild bootstrap for
  high-dimensional spatial data
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data
Daisuke Kurisu
Kengo Kato
Xiaofeng Shao
125
12
0
19 Mar 2021
On Gaussian Approximation for M-Estimator
On Gaussian Approximation for M-Estimator
Masaaki Imaizumi
Taisuke Otsu
98
3
0
31 Dec 2020
Central Limit Theorem and Near classical Berry-Esseen rate for self
  normalized sums in high dimensions
Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
Debraj Das
92
0
0
07 Dec 2020
Inference for high-dimensional exchangeable arrays
Inference for high-dimensional exchangeable arrays
Harold D. Chiang
Kengo Kato
Yuya Sasaki
93
12
0
10 Sep 2020
Bootstrap inference for quantile-based modal regression
Bootstrap inference for quantile-based modal regression
Tao Zhang
Kengo Kato
D. Ruppert
34
1
0
01 Jun 2020
Notes on the dimension dependence in high-dimensional central limit
  theorems for hyperrectangles
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
Yuta Koike
83
40
0
01 Nov 2019
Berry-Esseen bounds for Chernoff-type non-standard asymptotics in
  isotonic regression
Berry-Esseen bounds for Chernoff-type non-standard asymptotics in isotonic regression
Q. Han
Kengo Kato
45
6
0
21 Oct 2019
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for
  Covariance Matrices and Sketching
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching
Miles E. Lopes
N. Benjamin Erichson
Michael W. Mahoney
118
12
0
13 Sep 2019
High-dimensional central limit theorems for homogeneous sums
High-dimensional central limit theorems for homogeneous sums
Yuta Koike
70
16
0
11 Feb 2019
A high dimensional Central Limit Theorem for martingales, with
  applications to context tree models
A high dimensional Central Limit Theorem for martingales, with applications to context tree models
A. Belloni
R. Oliveira
68
14
0
08 Sep 2018
Bootstrapping Max Statistics in High Dimensions: Near-Parametric Rates
  Under Weak Variance Decay and Application to Functional and Multinomial Data
Bootstrapping Max Statistics in High Dimensions: Near-Parametric Rates Under Weak Variance Decay and Application to Functional and Multinomial Data
Miles E. Lopes
Zhenhua Lin
Hans-Georg Mueller
125
7
0
12 Jul 2018
Subvector Inference in Partially Identified Models with Many Moment
  Inequalities
Subvector Inference in Partially Identified Models with Many Moment Inequalities
A. Belloni
Federico A. Bugni
Victor Chernozhukov
61
13
0
29 Jun 2018
Mixed-normal limit theorems for multiple Skorohod integrals in
  high-dimensions, with application to realized covariance
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
Yuta Koike
78
5
0
13 Jun 2018
Large Sample Properties of Partitioning-Based Series Estimators
Large Sample Properties of Partitioning-Based Series Estimators
M. D. Cattaneo
M. Farrell
Yingjie Feng
111
52
0
13 Apr 2018
Gaussian approximation of maxima of Wiener functionals and its
  application to high-frequency data
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data
Yuta Koike
112
15
0
01 Sep 2017
Jackknife multiplier bootstrap: finite sample approximations to the
  $U$-process supremum with applications
Jackknife multiplier bootstrap: finite sample approximations to the UUU-process supremum with applications
Xiaohui Chen
Kengo Kato
115
40
0
09 Aug 2017
A Bootstrap Method for Error Estimation in Randomized Matrix
  Multiplication
A Bootstrap Method for Error Estimation in Randomized Matrix Multiplication
Miles E. Lopes
Shusen Wang
Michael W. Mahoney
58
15
0
06 Aug 2017
Bootstrap confidence bands for spectral estimation of Lévy densities
  under high-frequency observations
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Kengo Kato
Daisuke Kurisu
121
14
0
01 May 2017
Confidence Bands for Coefficients in High Dimensional Linear Models with
  Error-in-variables
Confidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables
A. Belloni
Victor Chernozhukov
A. Kaul
97
18
0
01 Mar 2017
Nonparametric Inference via Bootstrapping the Debiased Estimator
Nonparametric Inference via Bootstrapping the Debiased Estimator
Yen-Chi Chen
Yen-Chi Chen
70
22
0
22 Feb 2017
Uniform confidence bands for nonparametric errors-in-variables
  regression
Uniform confidence bands for nonparametric errors-in-variables regression
Kengo Kato
Yuya Sasaki
146
21
0
11 Feb 2017
Honest Confidence Sets in Nonparametric IV Regression and Other
  Ill-Posed Models
Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models
Andrii Babii
110
13
0
09 Nov 2016
Uniform confidence bands in deconvolution with unknown error
  distribution
Uniform confidence bands in deconvolution with unknown error distribution
Kengo Kato
Yuya Sasaki
98
31
0
07 Aug 2016
Quantile Graphical Models: Prediction and Conditional Independence with
  Applications to Systemic Risk
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
A. Belloni
Mingli Chen
Victor Chernozhukov
91
7
0
01 Jul 2016
Uniformly Valid Post-Regularization Confidence Regions for Many
  Functional Parameters in Z-Estimation Framework
Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework
A. Belloni
Victor Chernozhukov
Denis Chetverikov
Ying Wei
103
75
0
23 Dec 2015
Testing Regression Monotonicity in Econometric Models
Testing Regression Monotonicity in Econometric Models
Denis Chetverikov
161
53
0
30 Dec 2012
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