Pages that link to "Item:Q2406563"
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The following pages link to Central limit theorems and bootstrap in high dimensions (Q2406563):
Displaying 50 items.
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← 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)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Nonasymptotic estimates for the closeness of Gaussian measures on balls (Q1709866) (← links)
- Confidence sets for spectral projectors of covariance matrices (Q1709874) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← 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)
- Tests for qualitative features in the random coefficients model (Q2002567) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs (Q2070591) (← links)
- An omnibus test for detection of subgroup treatment effects via data partitioning (Q2080743) (← links)
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
- Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA (Q2101406) (← links)
- Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing (Q2105180) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← links)
- Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- Rerandomization with diminishing covariate imbalance and diverging number of covariates (Q2112822) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) (← links)
- Rates of convergence for random forests via generalized U-statistics (Q2136608) (← links)
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← 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)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Valid post-selection inference in model-free linear regression (Q2215767) (← links)
- Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
- High-dimensional central limit theorems by Stein's method (Q2240863) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees (Q2283566) (← links)
- Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Gaussian approximations for maxima of random vectors under \((2+\iota)\)-th moments (Q2288793) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← 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)
- Approximation to stable law by the Lindeberg principle (Q2325933) (← links)
