Pages that link to "Item:Q2349143"

The following pages link to Comparison and anti-concentration bounds for maxima of Gaussian random vectors (Q2349143):

Displayed 50 items.

• Lasso Inference for High-Dimensional Time Series (Q95760) ‎ (← links)
• Large Sample Properties of Partitioning-Based Series Estimators (Q143957) ‎ (← links)
• Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) ‎ (← links)
• Berry-Esseen bounds for estimating undirected graphs (Q405339) ‎ (← links)
• Gaussian approximation of suprema of empirical processes (Q464197) ‎ (← links)
• Inference based on many conditional moment inequalities (Q503565) ‎ (← links)
• Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) ‎ (← links)
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) ‎ (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) ‎ (← links)
• Asymptotic theory for density ridges (Q888497) ‎ (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) ‎ (← links)
• Change-point detection in high-dimensional covariance structure (Q1616311) ‎ (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) ‎ (← links)
• Gaussian approximation for high dimensional vector under physical dependence (Q1708978) ‎ (← links)
• Nonasymptotic estimates for the closeness of Gaussian measures on balls (Q1709866) ‎ (← links)
• Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) ‎ (← links)
• Determination of vector error correction models in high dimensions (Q1739869) ‎ (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) ‎ (← links)
• Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) ‎ (← links)
• Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) ‎ (← links)
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) ‎ (← links)
• Nonparametric inference via bootstrapping the debiased estimator (Q2002586) ‎ (← links)
• Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs (Q2070591) ‎ (← links)
• New Edgeworth-type expansions with finite sample guarantees (Q2105182) ‎ (← links)
• Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) ‎ (← links)
• High-dimensional linear models with many endogenous variables (Q2116354) ‎ (← links)
• On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) ‎ (← links)
• Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) ‎ (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) ‎ (← links)
• Inequalities for Gaussian random variables under Archimedean copula dependence (Q2189752) ‎ (← links)
• Distribution and correlation-free two-sample test of high-dimensional means (Q2196222) ‎ (← links)
• High-dimensional CLT: improvements, non-uniform extensions and large deviations (Q2214242) ‎ (← links)
• High-dimensional central limit theorems by Stein's method (Q2240863) ‎ (← links)
• Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) ‎ (← links)
• Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees (Q2283566) ‎ (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) ‎ (← links)
• Inference on distribution functions under measurement error (Q2295806) ‎ (← links)
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) ‎ (← links)
• Bootstrap confidence sets for spectral projectors of sample covariance (Q2312688) ‎ (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) ‎ (← links)
• Indirect inference with a non-smooth criterion function (Q2330740) ‎ (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) ‎ (← links)
• The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices (Q2689900) ‎ (← links)
• Comparison Inequalities for Order Statistics of Gaussian Arrays (Q2964179) ‎ (← links)
• ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES (Q4599622) ‎ (← links)
• Multiscale Change Point Detection (Q4602302) ‎ (← links)
• (Q4633051) ‎ (← links)
• Equivalence of Regression Curves (Q4962438) ‎ (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) ‎ (← links)
• Stochastic orderings of multivariate elliptical distributions (Q4997205) ‎ (← links)