Pages that link to "Item:Q335636"

The following pages link to Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636):

Displaying 33 items.

• Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
• Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
• Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← 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)
• Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
• On linearization of nonparametric deconvolution estimators for repeated measurements model (Q2078574) (← 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)
• Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) (← links)
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
• Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← 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)
• The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices (Q2689900) (← links)
• (Q4633051) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
• (Q5053326) (← links)
• NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
• HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS (Q5118575) (← links)
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions (Q5862516) (← links)
• High-dimensional central limit theorems for homogeneous sums (Q6042056) (← links)
• Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)
• Bootstrap Inference for Quantile-based Modal Regression (Q6107195) (← links)
• Inference on individual treatment effects in nonseparable triangular models (Q6108343) (← links)
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions (Q6178560) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Network and panel quantile effects via distribution regression (Q6199639) (← links)
• Estimation and inference of seller's expected revenue in first-price auctions (Q6554211) (← links)
• Limit distribution theory for smooth \(p\)-Wasserstein distances (Q6590462) (← 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)