22 citations · 22 across the 6 of their papers we have counts for
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math.ST2026
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…
math.ST2025
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_…
math.ST2015★ 22 cited
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…