Pages that link to "Item:Q2443203"
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The following pages link to Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203):
Displaying 50 items.
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← 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)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
- Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Gaussian approximation for high dimensional vector under physical dependence (Q1708978) (← links)
- Nonasymptotic estimates for the closeness of Gaussian measures on balls (Q1709866) (← links)
- Confidence sets for spectral projectors of covariance matrices (Q1709874) (← links)
- Combinatorial inference for graphical models (Q1731056) (← links)
- Testing independence in high dimensions with sums of rank correlations (Q1747739) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Volatility coupling (Q2054472) (← links)
- Gaussian approximations for high-dimensional non-degenerate \(U\)-statistics via exchangeable pairs (Q2070591) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- An omnibus test for detection of subgroup treatment effects via data partitioning (Q2080743) (← links)
- Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing (Q2105180) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Improved central limit theorem and bootstrap approximations in high dimensions (Q2105184) (← 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)
- Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations (Q2128624) (← links)
- Non-integrable stable approximation by Stein's method (Q2135202) (← links)
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) (← links)
- A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions (Q2136601) (← links)
- On some approximations for sums of independent random variables (Q2142455) (← links)
