Improved central limit theorem and bootstrap approximations in high dimensions

High-dimensional central limit theorems by Stein’s method

(2021) Xiao Fang et al.   ANNALS OF APPLIED PROBABILITY

Bootstrapping max statistics in high dimensions: Near-parametric rates under weak variance decay and application to functional and multinomial data

(2020) Miles E. Lopes et al.   ANNALS OF STATISTICS

Fractional Hybrid Differential Equations and Coupled Fixed-Point Results for α-Admissible Fψ1,ψ2−Contractions in M−Metric Spaces

(2020) Erdal Karapinar et al.   DISCRETE DYNAMICS IN NATURE AND SOCIETY

Beyond Gaussian approximation: Bootstrap for maxima of sums of independent random vectors

(2020) Hang Deng et al.   ANNALS OF STATISTICS

Stein kernels and moment maps

(2019) Max Fathi   ANNALS OF PROBABILITY

Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications

(2019) Xiaohui Chen et al.   PROBABILITY THEORY AND RELATED FIELDS

Randomized incomplete $U$-statistics in high dimensions

(2019) Xiaohui Chen et al.   ANNALS OF STATISTICS

Gaussian approximation for high dimensional vector under physical dependence

(2018) Xianyang Zhang et al.   BERNOULLI

Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework

(2018) Alexandre Belloni et al.   ANNALS OF STATISTICS

ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES

(2017) Denis Chetverikov   ECONOMETRIC THEORY

Anti-concentration and honest, adaptive confidence bands

(2014) Victor Chernozhukov et al.   ANNALS OF STATISTICS

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

(2014) A. Belloni et al.   BIOMETRIKA

A Practical Two-Step Method for Testing Moment Inequalities

(2014)   ECONOMETRICA

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

(2014) Victor Chernozhukov et al.   PROBABILITY THEORY AND RELATED FIELDS

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

(2013) Victor Chernozhukov et al.   ANNALS OF STATISTICS

Inference Based on Conditional Moment Inequalities

(2013)   ECONOMETRICA

The Model Confidence Set

(2011)   ECONOMETRICA