322 citations · 1.3k across the 48 of their papers we have counts for
5 papers · 1 filter
Randomized incomplete -statistics in high dimensions
Xiaohui Chen, Kengo Kato
This paper studies inference for the mean vector of a high-dimensional -statistic. In the era of Big Data, the dimension of the -statistic and the sample size of the…
Detailed proof of Nazarov's inequality
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).
Jackknife multiplier bootstrap: finite sample approximations to the -process supremum with applications
Xiaohui Chen, Kengo Kato
This paper is concerned with finite sample approximations to the supremum of a non-degenerate -process of a general order indexed by a function class. We are primarily intereste…
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Kengo Kato, Daisuke Kurisu
This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of Lévy densities under high-frequency observations. We assume tha…
Uniform confidence bands for nonparametric errors-in-variables regression
Kengo Kato, Yuya Sasaki
This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow fo…