25 citations · 89 across the 33 of their papers we have counts for
4 papers · 1 filter
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…
Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
Yuta Koike
Let be independent centered random vectors in . This paper shows that, even when may grow with , the probability $P(n^{-1/2}\sum_{i=1}^nX_i\in…
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…
High-dimensional central limit theorems for homogeneous sums
Yuta Koike
This paper develops a quantitative version of de Jong's central limit theorem for homogeneous sums in a high-dimensional setting. More precisely, under appropriate moment assumptio…