Pages that link to "Item:Q2443203"

The following pages link to Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203):

Displaying 50 items.

• A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
• Partial recovery for top-\(k\) ranking: optimality of MLE and suboptimality of the spectral method (Q2148993) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
• Posterior contraction and credible sets for filaments of regression functions (Q2180076) (← links)
• Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
• Distribution and correlation-free two-sample test of high-dimensional means (Q2196222) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• The CLT in high dimensions: quantitative bounds via martingale embedding (Q2212600) (← links)
• High-dimensional CLT: improvements, non-uniform extensions and large deviations (Q2214242) (← links)
• Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• High-dimensional central limit theorems by Stein's method (Q2240863) (← links)
• Testing regression coefficients in high-dimensional and sparse settings (Q2244668) (← links)
• Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
• On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
• Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
• Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees (Q2283566) (← links)
• Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
• Bootstrap confidence sets for spectral projectors of sample covariance (Q2312688) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
• Identifying the number of factors using a white noise test (Q2322652) (← links)
• A multivariate Berry-Esseen theorem with explicit constants (Q2325342) (← links)
• Approximation to stable law by the Lindeberg principle (Q2325933) (← links)
• Comparison and anti-concentration bounds for maxima of Gaussian random vectors (Q2349143) (← links)
• A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate (Q2413246) (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
• Nonparametric inference in generalized functional linear models (Q2515495) (← links)
• Multiscale adaptive inference on conditional moment inequalities (Q2630347) (← links)
• A Berry-Esseen bound for vector-valued martingales (Q2670761) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← links)
• Cauchy Combination Test: A Powerful Test With Analytic <i>p</i>-Value Calculation Under Arbitrary Dependency Structures (Q3304861) (← links)
• Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate (Q3382261) (← links)
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation (Q3391109) (← links)
• (Q4558531) (← links)
• Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate (Q4559711) (← links)
• ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES (Q4599622) (← links)
• Multiscale Change Point Detection (Q4602302) (← links)
• (Q4633051) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• (Q4969155) (← links)
• (Q5053311) (← links)