Pages that link to "Item:Q2105180"

The following pages link to Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing (Q2105180):

Displaying 7 items.

• A penalized two-pass regression to predict stock returns with time-varying risk premia (Q6090588) (← links)
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
• A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions (Q6178560) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• Universality of regularized regression estimators in high dimensions (Q6183759) (← links)