Central limit theorems and bootstrap in high dimensions
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DOI: 10.1920/wp.cem.2014.4914
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- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers 39/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers CWP39/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Central limit theorems and bootstrap in high dimensions," CeMMAP working papers CWP49/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
- Yosef Rinott & Vladimir Rotar, 2000. "Normal approximations by Stein's method," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 23(1), pages 15-29.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors,"
Papers
1212.6906, arXiv.org, revised Jan 2018.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," CeMMAP working papers 76/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," CeMMAP working papers CWP76/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Radosław Adamczak, 2010. "A Few Remarks on the Operator Norm of Random Toeplitz Matrices," Journal of Theoretical Probability, Springer, vol. 23(1), pages 85-108, March.
Citations
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Cited by:
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013.
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- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers 42/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers 52/14, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014. "Testing many moment inequalities," CeMMAP working papers CWP52/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Testing Many Moment Inequalities," CeMMAP working papers CWP65/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chernozhukov, Victor & Chetverikov, Denis & Kato, Kengo, 2016.
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Stochastic Processes and their Applications, Elsevier, vol. 126(12), pages 3632-3651.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings," CeMMAP working papers 38/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings," CeMMAP working papers CWP38/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017. "Confidence bands for coefficients in high dimensional linear models with error-in-variables," CeMMAP working papers 22/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey, 2016.
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- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey, 2016. "Double machine learning for treatment and causal parameters," CeMMAP working papers 49/16, Institute for Fiscal Studies.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
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- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
- Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 685-719, December.
- Denis Chetverikov & . ., 2016. "On cross-validated Lasso," CeMMAP working papers CWP47/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & . ., 2016. "On cross-validated Lasso," CeMMAP working papers 47/16, Institute for Fiscal Studies.
- Ebert, Johannes & Spokoiny, Vladimir & Suvorikova, Alexandra, 2018. "Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein Space," IRTG 1792 Discussion Papers 2018-025, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Naumov, A. & Spokoiny, V. & Ulyanovk, V., 2018. "Bootstrap Confidence Sets for Spectral Projectors of Sample Covariance," IRTG 1792 Discussion Papers 2018-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Zhilova, Mayya, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers 2015-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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