Pages that link to "Item:Q464197"
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The following pages link to Gaussian approximation of suprema of empirical processes (Q464197):
Displaying 50 items.
- Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
- Nonparametric modal regression (Q282442) (← links)
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
- Asymptotic theory for density ridges (Q888497) (← links)
- Testing for monotonicity under endogeneity: an application to the reservation wage function (Q894641) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Locally adaptive confidence bands (Q1731760) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Multiscale scanning in inverse problems (Q1990595) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Extremes of locally stationary Gaussian and chi fields on manifolds (Q1994913) (← links)
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator (Q2000875) (← links)
- Robust uniform inference for quantile treatment effects in regression discontinuity designs (Q2000878) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions (Q2039788) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Asymptotic confidence regions for density ridges (Q2040044) (← links)
- Volatility coupling (Q2054472) (← links)
- Concentration inequalities for suprema of unbounded empirical processes (Q2077176) (← links)
- On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← links)
- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm (Q2106775) (← links)
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression (Q2108481) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Trinity tests of functions for conditional moment models (Q2181719) (← links)
- Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences (Q2196187) (← links)
- High-dimensional CLT: improvements, non-uniform extensions and large deviations (Q2214242) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- Gaussian approximations for maxima of random vectors under \((2+\iota)\)-th moments (Q2288793) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Approximation to stable law by the Lindeberg principle (Q2325933) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
- A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← links)
- High-dimensional central limit theorems for homogeneous sums (Q6042056) (← links)
- Estimating and inferring the maximum degree of stimulus‐locked time‐varying brain connectivity networks (Q6050938) (← links)
- Unconditional quantile regression with high‐dimensional data (Q6067187) (← links)
