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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors - MaRDI portal

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203)

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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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    Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (English)
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    4 April 2014
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    Dantzig selector
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    Slepian
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    Stein method
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    maximum of vector sums
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    high dimensionality
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    anti-concentration
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