activity
20122024
most citedGaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

322 citations · 816 across the 25 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.ST2019★ 25 cited

Improved Central Limit Theorem and bootstrap approximations in high dimensions

Victor Chernozhukov, Denis Chetverikov, Kengo Kato +1

This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over compo…