Comparison and anti-concentration bounds for maxima of Gaussian random vectors
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DOI: 10.1920/wp.cem.2013.7113
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- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers 40/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers CWP40/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Comparison and anti-concentration bounds for maxima of Gaussian random vectors," CeMMAP working papers CWP71/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
- Liqing Yan, 2009. "Comparison Inequalities for One Sided Normal Probabilities," Journal of Theoretical Probability, Springer, vol. 22(4), pages 827-836, December.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013.
"Anti-concentration and honest, adaptive confidence bands,"
CeMMAP working papers
CWP69/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers 43/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers 69/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Anti-concentration and honest, adaptive confidence bands," CeMMAP working papers CWP43/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"Central limit theorems and multiplier bootstrap when p is much larger than n,"
CeMMAP working papers
CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers 45/12, Institute for Fiscal Studies.
Citations
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Cited by:
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2013.
"Testing Many Moment Inequalities,"
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65/13, Institute for Fiscal Studies.
- 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.
- Liang, Chong & Schienle, Melanie, 2019.
"Determination of vector error correction models in high dimensions,"
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- Liang, Chong & Schienle, Melanie, 2019. "Determination of vector error correction models in high dimensions," Working Paper Series in Economics 124, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2017.
"Inference based on many conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010, Cowles Foundation for Research in Economics, Yale University.
- Demian Pouzo, 2014. "Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension," Papers 1411.2701, arXiv.org, revised Aug 2015.
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