Central limit theorems and bootstrap in high dimensions
This paper derives central limit and bootstrap theorems for probabilities that sums of
centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets …
centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets …
Gaussian approximation of suprema of empirical processes
Gaussian approximation of suprema of empirical processes Page 1 The Annals of Statistics
2014, Vol. 42, No. 4, 1564–1597 DOI: 10.1214/14-AOS1230 © Institute of Mathematical …
2014, Vol. 42, No. 4, 1564–1597 DOI: 10.1214/14-AOS1230 © Institute of Mathematical …
Gaussian approximation for high dimensional time series
D Zhang, WB Wu - 2017 - projecteuclid.org
Gaussian approximation for high dimensional time series Page 1 The Annals of Statistics 2017,
Vol. 45, No. 5, 1895–1919 DOI: 10.1214/16-AOS1512 © Institute of Mathematical Statistics …
Vol. 45, No. 5, 1895–1919 DOI: 10.1214/16-AOS1512 © Institute of Mathematical Statistics …
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
R Adamczak - 2008 - projecteuclid.org
We present a tail inequality for suprema of empirical processes generated by variables with
finite \psi_α norms and apply it to some geometrically ergodic Markov chains to derive …
finite \psi_α norms and apply it to some geometrically ergodic Markov chains to derive …
Inference on causal and structural parameters using many moment inequalities
V Chernozhukov, D Chetverikov… - The Review of Economic …, 2019 - academic.oup.com
This article considers the problem of testing many moment inequalities where the number of
moment inequalities, denoted by, is possibly much larger than the sample size. There is a …
moment inequalities, denoted by, is possibly much larger than the sample size. There is a …
The lower tail of random quadratic forms with applications to ordinary least squares
RI Oliveira - Probability Theory and Related Fields, 2016 - Springer
Finite sample properties of random covariance-type matrices have been the subject of much
research. In this paper we focus on the “lower tail” of such a matrix, and prove that it is sub …
research. In this paper we focus on the “lower tail” of such a matrix, and prove that it is sub …
Information science and statistics
Untitled Page 1 Page 2 Information Science and Statistics Series Editors: M. Jordan J.
Kleinberg B. Schölkopf Page 3 Information Science and Statistics For other titles published in …
Kleinberg B. Schölkopf Page 3 Information Science and Statistics For other titles published in …
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
X Chen - 2018 - projecteuclid.org
Gaussian and bootstrap approximations for high-dimensional U-statistics and their
applications Page 1 The Annals of Statistics 2018, Vol. 46, No. 2, 642–678 https://doi.org/10.1214/17-AOS1563 …
applications Page 1 The Annals of Statistics 2018, Vol. 46, No. 2, 642–678 https://doi.org/10.1214/17-AOS1563 …
Finite-sample efficient conformal prediction
Y Yang, AK Kuchibhotla - arXiv preprint arXiv:2104.13871, 2021 - arxiv.org
Conformal prediction is a generic methodology for finite-sample valid distribution-free
prediction. This technique has garnered a lot of attention in the literature partly because it …
prediction. This technique has garnered a lot of attention in the literature partly because it …
The asymptotic distribution and Berry–Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
Abstract Let X 1,…, X n be a random sample from ap-dimensional population distribution.
Assume that c 1 n α≤ p≤ c 2 n α for some positive constants c 1, c 2 and α. In this paper we …
Assume that c 1 n α≤ p≤ c 2 n α for some positive constants c 1, c 2 and α. In this paper we …