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.

• Cross-Validation With Confidence (Q5146047) (← links)
• Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
• Accurate and Efficient <i>P</i>-value Calculation Via Gaussian Approximation: A Novel Monte-Carlo Method (Q5229920) (← links)
• (Q5253272) (← links)
• Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• Covariance-Based Sample Selection for Heterogeneous Data: Applications to Gene Expression and Autism Risk Gene Detection (Q5857123) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970265) (← links)
• Nonparametric inference under a monotone hazard ratio order (Q5979916) (← links)
• High-dimensional central limit theorems for homogeneous sums (Q6042056) (← links)
• Gaussian approximation for penalized Wasserstein barycenters (Q6044261) (← links)
• Inference in spatial experiments with interference using the \texttt{SpatialEffect} package (Q6045989) (← links)
• Estimating and inferring the maximum degree of stimulus‐locked time‐varying brain connectivity networks (Q6050938) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• On semiparametric inference for periodically modulated density functions (Q6067502) (← links)
• Simultaneous inference for linear mixed model parameters with an application to small area estimation (Q6089886) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
• Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
• Controlling the familywise error rate when performing multiple comparisons in a linear latent variable model (Q6104397) (← links)
• High-Dimensional MANOVA Via Bootstrapping and Its Application to Functional and Sparse Count Data (Q6107199) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Adaptive Inference for Change Points in High-Dimensional Data (Q6110698) (← links)
• Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)
• Testing Mediation Effects Using Logic of Boolean Matrices (Q6110717) (← links)
• Integrative Factor Regression and Its Inference for Multimodal Data Analysis (Q6110734) (← links)
• Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data (Q6110738) (← links)
• On some approximations for sums of \(m\)-dependent random variables (Q6115844) (← links)
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
• Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design (Q6149873) (← links)
• Inference on the best policies with many covariates (Q6150530) (← links)
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions (Q6178560) (← links)
• Central limit theorems for high dimensional dependent data (Q6178582) (← links)
• Test of conditional independence in factor models via Hilbert-Schmidt independence criterion (Q6183689) (← links)
• Bridging factor and sparse models (Q6183755) (← links)
• StarTrek: combinatorial variable selection with false discovery rate control (Q6192319) (← links)
• On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
• Second- and higher-order Gaussian anticoncentration inequalities and error bounds in Slepian's comparison theorem (Q6200224) (← links)
• Consistent estimation of the number of communities in stochastic block models using cross-validation (Q6543836) (← links)
• Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments (Q6550969) (← links)
• Joint test for homogeneity of high-dimensional means and covariance matrices using maximum-type statistics (Q6552995) (← links)
• Are Latent Factor Regression and Sparse Regression Adequate? (Q6567903) (← links)
• Statistical Inferences for Complex Dependence of Multimodal Imaging Data (Q6567943) (← links)
• Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (Q6579426) (← links)
• Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity (Q6580098) (← links)
• A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations (Q6580275) (← links)
• Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (Q6590452) (← links)
• Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)