Pages that link to "Item:Q2349143"

The following pages link to Comparison and anti-concentration bounds for maxima of Gaussian random vectors (Q2349143):

Displaying 32 items.

• Multiscale Change Point Detection (Q4602302) (← links)
• (Q4633051) (← links)
• Equivalence of Regression Curves (Q4962438) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
• The hazard level set (Q5030935) (← links)
• A Permutation Test for Two-Sample Means and Signal Identification of High-dimensional Data (Q5037816) (← links)
• (Q5053311) (← links)
• NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
• Simple and efficient pseudorandom generators from gaussian processes (Q5091754) (← links)
• Cross-Validation With Confidence (Q5146047) (← links)
• TESTING GENERALIZED REGRESSION MONOTONICITY (Q5205273) (← links)
• Accurate and Efficient <i>P</i>-value Calculation Via Gaussian Approximation: A Novel Monte-Carlo Method (Q5229920) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• Prediction Intervals for Synthetic Control Methods (Q5881968) (← links)
• High-dimensional central limit theorems for homogeneous sums (Q6042056) (← links)
• On semiparametric inference for periodically modulated density functions (Q6067502) (← links)
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• On the prevalence of the periodicity of maximizing measures (Q6189391) (← links)
• StarTrek: combinatorial variable selection with false discovery rate control (Q6192319) (← links)
• Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem (Q6200224) (← links)
• Inference for large-scale linear systems with known coefficients (Q6536518) (← links)
• Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
• Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity (Q6580098) (← links)
• Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
• Exact quantiles of Gaussian process extremes (Q6589422) (← 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)
• Continuity of Gaussian extreme distributions (Q6650761) (← links)
• Power boosting: fusion of multiple test statistics via resampling (Q6671918) (← links)