Central limit theorem and bootstrap approximation in high dimensions: Near 1/n rates via implicit smoothing-Reference-Cited by-同舟云学术

Central limit theorem and bootstrap approximation in high dimensions: Near 1/n rates via implicit smoothing

Published:2022-10-01 Issue:5 Volume:50 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Lopes Miles E.¹

Affiliation:

1. Department of Statistics, University of California, Davis

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference30 articles.

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2. Chernozhukov, V., Chetverikov, D. and Kato, K. (2017a). Central limit theorems and bootstrap in high dimensions. Ann. Probab. 45 2309–2352.

3. Raič, M. (2019). A multivariate Berry–Esseen theorem with explicit constants. Bernoulli 25 2824–2853.

4. BELLONI, A., CHERNOZHUKOV, V., CHETVERIKOV, D., HANSEN, C. and KATO, K. (2018). High-dimensional econometrics and regularized GMM. Available at arXiv:1806.01888.

5. BENTKUS, V. (1990). Smooth approximations of the norm and differentiable functions with bounded support in the Banach space ${l_{\infty }^{k}}$ . Liet. Mat. Rink. 30 489–499.

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