21 citations · 21 across the 4 of their papers we have counts for
3 papers · 1 filter
High-dimensional Data Bootstrap
Victor Chernozhukov, Denis Chetverikov, Kengo Kato +1
This article reviews recent progress in high-dimensional bootstrap. We first review high-dimensional central limit theorems for distributions of sample mean vectors over the rectan…
High-Dimensional Econometrics and Regularized GMM
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +2
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a…
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).