Pages that link to "Item:Q489171"
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The following pages link to Bounding the maximum of dependent random variables (Q489171):
Displaying 11 items.
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- p-norm bounds on the expectation of the maximum of a possibly dependent sample (Q1069606) (← links)
- A lower bound for the tail probability of partial maxima of dependent random variables and applications (Q2024784) (← links)
- Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
- A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions (Q2136601) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Upper bounds for the expected maxima of independent random variables given known first four moments (Q2666598) (← links)
- Bounds on the expected maximum (Q3780251) (← links)
- Upper Bound for the Expected Minimum of Dependent Random Variables with Known Kendall's Tau (Q5240322) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
