Gaussian and bootstrap approximations for high-dimensional U-statistics
and their applications

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Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications

30 September 2016

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Papers citing "Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications"

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Title
Gaussian approximation for the sup-norm of high-dimensional matrix-variate U-statistics and its applications Xiaohui Chen 26 4 0 31 Jan 2016
Gaussian Approximation for High Dimensional Time Series Danna Zhang Wei Biao Wu 85 132 0 27 Aug 2015
Regularized estimation of linear functionals of precision matrices for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu 83 25 0 11 Jun 2015
Central Limit Theorems and Bootstrap in High Dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato 76 313 0 11 Dec 2014
Bootstrapping High Dimensional Time Series Xianyang Zhang Guang Cheng AI4TS 99 35 0 04 Jun 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 112 147 0 06 Jan 2014
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 145 246 0 13 Feb 2013
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 146 224 0 21 Jan 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 164 507 0 31 Dec 2012
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 154 484 0 04 Jun 2012
High-dimensional covariance matrix estimation in approximate factor models Jianqing Fan Yuan Liao Martina Mincheva 76 397 0 21 May 2011
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 207 397 0 21 Jan 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 204 1,273 0 20 Jan 2009
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 249 873 0 21 Nov 2008
Regularized estimation of large covariance matrices Peter J. Bickel Elizaveta Levina 385 1,385 0 13 Mar 2008
Sparse permutation invariant covariance estimation Adam J. Rothman Peter J. Bickel Elizaveta Levina Ji Zhu 590 905 0 31 Jan 2008
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 228 610 0 26 Nov 2007