Pages that link to "Item:Q464197"
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The following pages link to Gaussian approximation of suprema of empirical processes (Q464197):
Displayed 30 items.
- 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)
- 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)
- 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)
- 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)
- 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)
- A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← links)
- (Q4558531) (← links)
- (Q4633051) (← links)