Pages that link to "Item:Q2105184"

The following pages link to Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184):

Displaying 17 items.

• Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
• Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← links)
• 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)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• StarTrek: combinatorial variable selection with false discovery rate control (Q6192319) (← links)
• Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
• A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations (Q6580275) (← links)
• Boundary adaptive local polynomial conditional density estimators (Q6589589) (← links)
• Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (Q6590452) (← links)
• Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
• Sharp high-dimensional central limit theorems for log-concave distributions (Q6616046) (← links)
• Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
• Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)