Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

DOI10.1214/13-AOS1161zbMath1292.62030arXiv1212.6906MaRDI QIDQ2443203

Kengo Kato, Denis Chetverikov, Victor Chernozhukov

Publication date: 4 April 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.6906

zbMATH Keywords

high dimensionality Dantzig selector anti-concentration Stein method Slepian maximum of vector sums

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Approximations to statistical distributions (nonasymptotic) (62E17)

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