Improved Central Limit Theorem and bootstrap approximations in high dimensions

22 December 2019

Papers citing "Improved Central Limit Theorem and bootstrap approximations in high dimensions"

38 / 38 papers shown

Title
Detecting relevant deviations from the white noise assumption for non-stationary time series Patrick Bastian 21 0 0 11 Nov 2024
Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means Lucas Resende 18 0 0 29 Oct 2024
Universality of Estimator for High-Dimensional Linear Models with Block Dependency Toshiki Tsuda Masaaki Imaizumi 11 0 0 25 Oct 2024
Confidence Sets for $Z$ -estimation Problems using Self-normalization Woonyoung Chang Arun K. Kuchibhotla 17 0 0 17 Jul 2024
Gradual changes in functional time series Patrick Bastian Holger Dette AI4TS 32 0 0 10 Jul 2024
Tuning parameter selection in econometrics Denis Chetverikov 19 0 0 05 May 2024
Applied Causal Inference Powered by ML and AI Victor Chernozhukov Christian Hansen Nathan Kallus Martin Spindler Vasilis Syrgkanis CML 16 27 0 04 Mar 2024
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations Anders Bredahl Kock David Preinerstorfer 6 0 0 19 Oct 2023
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations Yunyi Zhang 13 1 0 11 Oct 2023
A Bootstrap Hypothesis Test for High-Dimensional Mean Vectors Alexander Giessing Jianqing Fan 11 2 0 03 Sep 2023
Inferences on Mixing Probabilities and Ranking in Mixed-Membership Models Sohom Bhattacharya Jianqing Fan Jikai Hou 13 1 0 29 Aug 2023
Spectral Ranking Inferences based on General Multiway Comparisons Jianqing Fan Zhipeng Lou Weichen Wang Mengxin Yu 11 6 0 05 Aug 2023
High-dimensional Central Limit Theorems by Stein's Method in the Degenerate Case Xiao Fang Yuta Koike Song-Hao Liu Yi Zhao 15 3 0 27 May 2023
Asymptotic Distributions of Largest Pearson Correlation Coefficients under Dependent Structures Tiefeng Jiang T. Pham 22 0 0 25 Apr 2023
Statistical inferences for complex dependence of multimodal imaging data Jinyuan Chang Jing He Jian Kang Mingcong Wu 8 1 0 07 Mar 2023
Error Estimation for Random Fourier Features Ju Yao N. Benjamin Erichson Miles E. Lopes 19 6 0 22 Feb 2023
Robust High-dimensional Tuning Free Multiple Testing Jianqing Fan Zhipeng Lou Mengxin Yu 14 0 0 22 Nov 2022
Ranking Inferences Based on the Top Choice of Multiway Comparisons Jianqing Fan Zhipeng Lou Weichen Wang Mengxin Yu 8 14 0 22 Nov 2022
Testing Many Constraints in Possibly Irregular Models Using Incomplete U-Statistics Nils Sturma Mathias Drton Dennis Leung 12 1 0 24 Aug 2022
A penalized two-pass regression to predict stock returns with time-varying risk premia Gaetan Bakalli S. Guerrier O. Scaillet 9 7 0 01 Aug 2022
High-dimensional Data Bootstrap Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 14 17 0 19 May 2022
Boundary Adaptive Local Polynomial Conditional Density Estimators M. D. Cattaneo Rajita Chandak Michael Jansson Xinwei Ma 11 5 0 21 Apr 2022
Dimension-Free Anticoncentration Bounds for Gaussian Order Statistics with Discussion of Applications to Multiple Testing Damian Kozbur 29 1 0 22 Jul 2021
Strong Gaussian Approximation for the Sum of Random Vectors N. Buzun N. Shvetsov Dmitry V. Dylov OT 18 1 0 10 Jun 2021
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data Daisuke Kurisu Kengo Kato Xiaofeng Shao 76 11 0 19 Mar 2021
Nearly optimal central limit theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Yuta Koike 11 35 0 17 Dec 2020
Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions Debraj Das 27 0 0 07 Dec 2020
Asymptotics of the Empirical Bootstrap Method Beyond Asymptotic Normality Morgane Austern Vasilis Syrgkanis 4 3 0 23 Nov 2020
Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation V. Koltchinskii 9 7 0 07 Nov 2020
Local Regression Distribution Estimators M. D. Cattaneo Michael Jansson Xinwei Ma 4 24 0 30 Sep 2020
$High-dimensional CLT for Sums of Non-degenerate Random Vectors: $n^{-1/2}$-rate$ High-dimensional CLT for Sums of Non-degenerate Random Vectors: $n^{-1/2}$ -rate Arun K. Kuchibhotla Alessandro Rinaldo 6 16 0 28 Sep 2020
$Central Limit Theorem and Bootstrap Approximation in High Dimensions: Near $1/\sqrt{n}$ Rates via Implicit Smoothing$ Central Limit Theorem and Bootstrap Approximation in High Dimensions: Near $1/\sqrt{n}$ Rates via Implicit Smoothing Miles E. Lopes 12 16 0 13 Sep 2020
Inference for high-dimensional exchangeable arrays Harold D. Chiang Kengo Kato Yuya Sasaki 14 11 0 10 Sep 2020
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds on Convex Sets and Balls Xiao Fang Yuta Koike 6 9 0 01 Sep 2020
Berry-Esseen Bounds for Projection Parameters and Partial Correlations with Increasing Dimension Arun K. Kuchibhotla Alessandro Rinaldo Larry A. Wasserman 6 6 0 19 Jul 2020
Sequential change point detection in high dimensional time series Josua Gösmann Christina Stoehr Johannes Heiny Holger Dette AI4TS 13 10 0 31 May 2020
A Sharp Lower-tail Bound for Gaussian Maxima with Application to Bootstrap Methods in High Dimensions Miles E. Lopes Ju Yao 11 7 0 23 Sep 2018
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 48 220 0 21 Jan 2013