1 citations · 1 across the 3 of their papers we have counts for
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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…
De-biased graphical Lasso for high-frequency data
Yuta Koike
This paper develops a new statistical inference theory for the precision matrix of high-frequency data in a high-dimensional setting. The focus is not only on point estimation but…
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance
Yuta Koike
This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors p…
Oracle inequalities for sign constrained generalized linear models
Yuta Koike, Yuta Tanoue
High-dimensional data have recently been analyzed because of data collection technology evolution. Although many methods have been developed to gain sparse recovery in the past two…