Nearly optimal central limit theorem and bootstrap approximations in high dimensions

17 December 2020

Papers citing "Nearly optimal central limit theorem and bootstrap approximations in high dimensions"

15 / 15 papers shown

Title
$High-dimensional CLT for Sums of Non-degenerate Random Vectors: $n^{-1/2}$-rate$ High-dimensional CLT for Sums of Non-degenerate Random Vectors: $n^{-1/2}$ -rate Arun K. Kuchibhotla Alessandro Rinaldo 39 19 0 28 Sep 2020
Slightly Conservative Bootstrap for Maxima of Sums Hang Deng 28 9 0 31 Jul 2020
High-dimensional Central Limit Theorems by Stein's Method Xiao Fang Yuta Koike 38 41 0 29 Jan 2020
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 57 74 0 22 Dec 2019
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles Yuta Koike 18 40 0 01 Nov 2019
Higher-order Stein kernels for Gaussian approximation M. Fathi 10 19 0 06 Dec 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 50 67 0 05 Jun 2018
Detailed proof of Nazarov's inequality Victor Chernozhukov Denis Chetverikov Kengo Kato 35 48 0 29 Nov 2017
Gaussian Approximation for High Dimensional Time Series Danna Zhang Wei Biao Wu 59 131 0 27 Aug 2015
Central Limit Theorems and Bootstrap in High Dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato 43 312 0 11 Dec 2014
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity Jinyuan Chang Chaowen Zheng Wen-Xin Zhou Wen Zhou 64 67 0 08 Jun 2014
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 80 224 0 21 Jan 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 66 506 0 31 Dec 2012
Gaussian approximation of suprema of empirical processes Victor Chernozhukov Denis Chetverikov Kengo Kato 86 296 0 31 Dec 2012
Confidence bands in density estimation Evarist Giné Richard Nickl 171 176 0 25 Feb 2010