322 citations · 816 across the 25 of their papers we have counts for
3 papers · 1 filter
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
Victor Chernozhukov, Denis Chetverikov, Yuta Koike
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of independent high-dimensional centered random vectors ov…
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an impor…
Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approx…