Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein Space
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- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2014.
"Central limit theorems and bootstrap in high dimensions,"
CeMMAP working papers
49/14, Institute for Fiscal Studies.
- 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.
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More about this item
Keywords
Wasserstein barycenters; hypothesis testing; multiplier bootstrap; change point detection; confidence sets;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
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