Dual Induction CLT for High-dimensional m-dependent Data

H Bong, AK Kuchibhotla, A Rinaldo - arXiv preprint arXiv:2306.14299, 2023 - arxiv.org
In this work, we provide a $1/\sqrt {n} $-rate finite sample Berry-Esseen bound for $ m $-
dependent high-dimensional random vectors over the class of hyper-rectangles. This bound …

Econometric Inference on a Large Bayesian Game with Heterogeneous Beliefs

D Kojevnikov, K Song - arXiv preprint arXiv:1404.2015, 2014 - arxiv.org
Econometric models of strategic interactions among people or firms have received a great
deal of attention in the literature. Less attention has been paid to the role of the underlying …

[PDF][PDF] Supplementary Material for “Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets”

H Ma, L Feng, Z Wang, J Bao - 2024 - tandf.figshare.com
Here we also propose the simulation results of different sparsity levels with (N, T)=(200,100)
in Figure 1 and 2. Here the signal strength are c= 15 for Example 1 and c= 20 for Example 2 …

[PDF][PDF] DUAL INDUCTION CLT FOR HIGH-DIMENSIONAL m-DEPENDENT DATA BY HEEJONG BONG, ARUN KUMAR KUCHIBHOTLA ALESSANDRO RINALDO

H BONG - heejongbong.github.io
n-rate finite sample Berry–Esseen bound for m-dependent high-dimensional random vectors
over the class of hyperrectangles. This bound imposes minimal assumptions on the random …

Econometric inference on a large Bayesian game with heterogeneous beliefs

D Kojevnikov, K Song - Journal of Econometrics, 2023 - Elsevier
Econometric models of strategic interactions among people or firms have received a great
deal of attention in the literature. Less attention has been paid to the role of the underlying …