Pages that link to "Item:Q2406563"

The following pages link to Central limit theorems and bootstrap in high dimensions (Q2406563):

Displaying 44 items.

• A Berry-Esseen bound for vector-valued martingales (Q2670761) (← links)
• Bounding Kolmogorov distances through Wasserstein and related integral probability metrics (Q2685246) (← links)
• The smoothed complexity of Frank-Wolfe methods via conditioning of random matrices and polytopes (Q2694729) (← links)
• Elements of Statistical Inference in 2-Wasserstein Space (Q3294737) (← links)
• Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate (Q3382261) (← links)
• (Q4633051) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data (Q5037816) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing (Q5881141) (← links)
• Prediction Intervals for Synthetic Control Methods (Q5881968) (← links)
• High-dimensional central limit theorems for homogeneous sums (Q6042056) (← links)
• Generalized linear models with structured sparsity estimators (Q6054394) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)
• Rates of convergence for the number of zeros of random trigonometric polynomials (Q6103222) (← links)
• A probability approximation framework: Markov process approach (Q6104007) (← links)
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
• Bootstrap Inference for Quantile-based Modal Regression (Q6107195) (← links)
• High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data (Q6107199) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions (Q6178560) (← links)
• Dimension-agnostic inference using cross U-statistics (Q6178581) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem (Q6200224) (← links)
• \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
• Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments (Q6550969) (← links)
• Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
• Covariate adjustment in experiments with matched pairs (Q6554215) (← links)
• Confidence set for group membership (Q6565797) (← links)
• Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
• Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (Q6579426) (← links)
• A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations (Q6580275) (← links)
• Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
• Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (Q6590452) (← links)
• Sharp high-dimensional central limit theorems for log-concave distributions (Q6616046) (← links)
• Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models (Q6626232) (← links)
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
• Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
• Uniform Inference for Kernel Density Estimators with Dyadic Data (Q6651373) (← links)
• Gaussian approximation for the moving averaged modulus wavelet transform and its variants (Q6652584) (← links)
• Power boosting: fusion of multiple test statistics via resampling (Q6671918) (← links)