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

Victor Chernozhukov, Denis Chetverikov, Kengo Kato

Type: Article

Publication Date: 2013-12-01

Citations: 268

DOI: https://doi.org/10.1214/13-aos1161

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The Annals of Statistics - View
arXiv (Cornell University) - View - PDF
Econstor (Econstor) - View - PDF
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+	The Accuracy of Gaussian Approximation in Banach Spaces	2000	V. Bentkus Friedrich Götze V. Paulauskas Alfredas Račkauskas
+	An estimate of the remainder term in the multidimensional central limit theorem	1976	S. V. Nagaev
+ PDF Chat	Replica symmetry breaking and exponential inequalities for the Sherrington-Kirkpatrick model	2000	Michel Talagrand
+	Uniform Central Limit Theorems	1999	R. M. Dudley
+	Weak Convergence and Empirical Processes: With Applications to Statistics	1996	Jon A. Wellner
+	Self-Normalized Processes: Limit Theory and Statistical Applications	2001	Victor de la Peña Tze Leung Lai Qi-Man Shao
+ PDF Chat	Extremes and related properties of random sequences and processes	1984	J. Hüsler
+	Comparison and anti-concentration bounds for maxima of Gaussian random vectors	2016	Kengo Kato Denis Chetverikov Victor Chernozhukov
+	High-dimensional instrumental variables regression and confidence sets	2011	Éric Gautier Christiern Rose
+	Gaussian approximation of suprema of empirical processes	2016	Victor Chernozhukov Denis Chetverikov Kengo Kato