22 citations · 22 across the 6 of their papers we have counts for
6 papers
A High Dimensional Wild Bootstrap Max-Test for Detecting the Presence of Significant Predictors
Jonathan B. Hill
We construct a block bootstrap max-test for detecting the presence of significant predictors in a high dimensional setting, allowing for weakly dependent and heterogeneous (possibl…
Symmetrization for high dimensional dependent random variables
Jonathan B. Hill
We establish a generic symmetrization property for dependent random variables on , where is allowed. We link $\mathbb{E}ψ(\max_{1…
-maximal inequality for high dimensional means under dependence
Jonathan B. Hill
We derive an -maximal inequality for zero mean dependent random variables on , where is allowed. The upper bo…
Max-laws of large numbers for weakly dependent high dimensional arrays with applications
Jonathan B. Hill
We derive so-called weak and strong \textit{max-laws of large numbers} for for zero mean stochastic triangular arrays $\{x_…
A Smoothed P-Value Test When There is a Nuisance Parameter under the Alternative
Jonathan B. Hill
We present a new test when there is a nuisance parameter under the alternative hypothesis. The test exploits the p-value occupation time [PVOT], the measure of the nuisance paramet…
Robust estimation and inference for heavy tailed GARCH
Jonathan B. Hill
We develop two new estimators for a general class of stationary GARCH models with possibly heavy tailed asymmetrically distributed errors, covering processes with symmetric and asy…