3 papers
stat.ME2025
Accuracy of Uniform Inference on Fine Grid Points
Shunsuke Imai
Uniform confidence bands for functions are widely used in empirical analysis. A variety of simple implementation methods (most notably multiplier bootstrap) have been proposed and…
math.ST2025
Gaussian Approximation for High-Dimensional Second-Order - and -statistics with Size-Dependent Kernels under i.n.i.d. Sampling
Shunsuke Imai
We develop Gaussian approximations for high-dimensional vectors formed by second-order - and -statistics whose kernels depend on sample size under independent but not identic…
math.ST2025
Gaussian Approximation for High-Dimensional -statistics with Size-Dependent Kernels
Shunsuke Imai, Yuta Koike
Motivated by small bandwidth asymptotics for kernel-based semiparametric estimators in econometrics, this paper establishes Gaussian approximation results for high-dimensional fixe…