Bounding the maximum of dependent random variables
From MaRDI portal
Publication:489171
DOI10.1214/14-EJS974zbMath1310.60016arXiv1312.1207MaRDI QIDQ489171
Publication date: 27 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.1207
Related Items
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions, Specification testing with estimated variables, Predictor ranking and false discovery proportion control in high-dimensional regression, Consistent estimation of high-dimensional factor models when the factor number is over-estimated, Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging, Testing subspace restrictions in the presence of high dimensional nuisance parameters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A limit theorem for the maximum of normalized sums of independent random variables
- A lower bound for the smallest singular value of a matrix
- An application of the maximum likelihood test to the change-point problem
- Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
- The likelihood ratio test for a change-point in simple linear regression
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Limit Theorems for the Maximum Term in Stationary Sequences
- The Return Period of Flood Flows