Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
From MaRDI portal
Publication:335636
DOI10.1016/j.spa.2016.04.009zbMath1351.60035arXiv1502.00352OpenAlexW2952125532MaRDI QIDQ335636
Kengo Kato, Denis Chetverikov, Victor Chernozhukov
Publication date: 2 November 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.00352
Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)
Related Items
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles, Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS, Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications, High-dimensional central limit theorems for homogeneous sums, Inference for High-Dimensional Exchangeable Arrays, Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification, Bootstrap Inference for Quantile-based Modal Regression, Inference on individual treatment effects in nonseparable triangular models, Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions, Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices, The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices, Network and panel quantile effects via distribution regression, HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, Unnamed Item, Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework, Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator, Nonparametric inference via bootstrapping the debiased estimator, Uniform confidence bands for nonparametric errors-in-variables regression, Uniform confidence bands in deconvolution with unknown error distribution, Large Sample Properties of Partitioning-Based Series Estimators, TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS, Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations, Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations, INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS, On linearization of nonparametric deconvolution estimators for repeated measurements model, Unnamed Item, Monotonicity-constrained nonparametric estimation and inference for first-price auctions, Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching, High-dimensional linear models with many endogenous variables
Cites Work
- Unnamed Item
- Unnamed Item
- Gaussian approximation of suprema of empirical processes
- Anti-concentration and honest, adaptive confidence bands
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
- Strong approximation for multivariate empirical and related processes, via KMT constructions
- Balls in \(\mathbb{R}^k\) do not cut all subsets of \(k+2\) points
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
- Local invariance principles and their application to density estimation
- Moment inequalities for functions of independent random variables
- Multiscale testing of qualitative hypotheses
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Weak convergence and empirical processes. With applications to statistics
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- A User's Guide to Measure Theoretic Probability
- Lower bounds on the approximation of the multivariate empirical process
- Mathematical Foundations of Infinite-Dimensional Statistical Models
- Uniform Central Limit Theorems
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
- New concentration inequalities in product spaces