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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…