Central limit theorems and bootstrap in high dimensions

From MaRDI portal
Publication:2406563

DOI10.1214/16-AOP1113zbMath1377.60040arXiv1412.3661MaRDI QIDQ2406563

Kengo Kato, Denis Chetverikov, Victor Chernozhukov

Publication date: 5 October 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.3661




Related Items

LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple TestingPrediction Intervals for Synthetic Control MethodsChange-point detection in high-dimensional covariance structureA Permutation Test for Two-Sample Means and Signal Identification of High-dimensional DataNotes on the dimension dependence in high-dimensional central limit theorems for hyperrectanglesMaximum-type tests for high-dimensional regression coefficients using Wilcoxon scoresAdaptive test for mean vectors of high-dimensional time series data with factor structureTwo sample tests for high-dimensional autocovariancesBerry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regressionRates of convergence for random forests via generalized U-statisticsA robust bootstrap change point test for high-dimensional location parameterPost-model-selection inference in linear regression models: an integrated reviewA Berry-Esseen bound for vector-valued martingalesHigh-dimensional central limit theorems for homogeneous sumsGeneralized linear models with structured sparsity estimatorsInference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependenceInference for High-Dimensional Exchangeable ArraysBootstrap Adjustment to Minimum p-Value Method for Predictive ClassificationRates of convergence for the number of zeros of random trigonometric polynomialsA probability approximation framework: Markov process approachNearly optimal central limit theorem and bootstrap approximations in high dimensionsBootstrap Inference for Quantile-based Modal RegressionHigh-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count DataTesting the martingale difference hypothesis in high dimensionStatistical Inference for High-Dimensional Generalized Linear Models With Binary OutcomesAdaptive Inference for Change Points in High-Dimensional DataInference of Breakpoints in High-dimensional Time SeriesHigh-dimensional simultaneous inference with the bootstrapA tuning-free efficient test for marginal linear effects in high-dimensional quantile regressionBounding Kolmogorov distances through Wasserstein and related integral probability metricsBootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial dataDistribution and correlation-free two-sample test of high-dimensional meansPost-selection Inference of High-dimensional Logistic Regression Under Case–Control DesignProjection Test for Mean Vector in High DimensionsCentral limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensionsDimension-agnostic inference using cross U-statisticsCentral limit theorems for high dimensional dependent dataRobust high-dimensional tuning free multiple testingThe Maximum of the Periodogram of a Sequence of Functional DataHypothesis Tests for Structured Rank Correlation MatricesInference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage ProbabilitiesSecond- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theoremThe smoothed complexity of Frank-Wolfe methods via conditioning of random matrices and polytopesNonasymptotic estimates for the closeness of Gaussian measures on ballsConfidence sets for spectral projectors of covariance matricesHigh-dimensional CLT: improvements, non-uniform extensions and large deviationsNonclassical Berry-Esseen inequalities and accuracy of the bootstrapValid post-selection inference in model-free linear regressionFisher’s Combined Probability Test for High-Dimensional Covariance MatricesFinite-sample analysis of \(M\)-estimators using self-concordanceElements of Statistical Inference in 2-Wasserstein SpaceHigh-dimensional central limit theorems by Stein's methodUniformly valid post-regularization confidence regions for many functional parameters in z-estimation frameworkGaussian and bootstrap approximations for high-dimensional U-statistics and their applicationsBeyond Gaussian approximation: bootstrap for maxima of sums of independent random vectorsRobust two-sample test of high-dimensional mean vectors under dependenceTests for qualitative features in the random coefficients modelNonparametric inference via bootstrapping the debiased estimatorGroup Inference in High Dimensions with Applications to Hierarchical TestingExplicit non-asymptotic bounds for the distance to the first-order Edgeworth expansionBounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables modelsOn frequentist coverage errors of Bayesian credible sets in moderately high dimensionsA stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimensionApproximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guaranteesRandomized incomplete \(U\)-statistics in high dimensionsBootstrapping and sample splitting for high-dimensional, assumption-lean inferenceGaussian approximations for maxima of random vectors under \((2+\iota)\)-th momentsOn rank estimators in increasing dimensionsTESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELSCentral Limit Theorem in high dimensions: The optimal bound on dimension growth rateInference in partially identified models with many moment inequalities using LassoBootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observationsBootstrap confidence sets for spectral projectors of sample covarianceGaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairsApproximation to stable law by the Lindeberg principleAn omnibus test for detection of subgroup treatment effects via data partitioningEstimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximationUnnamed ItemA MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIESNovel multiplier bootstrap tests for high-dimensional data with applications to MANOVACentral limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothingNew Edgeworth-type expansions with finite sample guaranteesImproved central limit theorem and bootstrap approximations in high dimensionsNonparametric comparison of epidemic time trends: the case of COVID-19Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketchingRerandomization with diminishing covariate imbalance and diverging number of covariatesHigh-dimensional linear models with many endogenous variables