A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
Fuente:
arXiv
Saved in:
| Main Authors: | Kock, Anders Bredahl, Preinerstorfer, David |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm
by: Kock, Anders Bredahl, et al.
Published: (2024)
by: Kock, Anders Bredahl, et al.
Published: (2024)
Regularizing Fairness in Optimal Policy Learning with Distributional Targets
by: Kock, Anders Bredahl, et al.
Published: (2024)
by: Kock, Anders Bredahl, et al.
Published: (2024)
Superconsistency of Tests in High Dimensions
by: Kock, Anders Bredahl, et al.
Published: (2021)
by: Kock, Anders Bredahl, et al.
Published: (2021)
Functional Sequential Treatment Allocation with Covariates
by: Kock, Anders Bredahl, et al.
Published: (2020)
by: Kock, Anders Bredahl, et al.
Published: (2020)
High-dimensional Gaussian and bootstrap approximations for robust means
by: Kock, Anders Bredahl, et al.
Published: (2025)
by: Kock, Anders Bredahl, et al.
Published: (2025)
A Modern Gauss-Markov Theorem? Really?
by: Pötscher, Benedikt M., et al.
Published: (2022)
by: Pötscher, Benedikt M., et al.
Published: (2022)
Robustness for free: asymptotic size and power of max-tests in high dimensions
by: Kock, Anders Bredahl, et al.
Published: (2026)
by: Kock, Anders Bredahl, et al.
Published: (2026)
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
by: Kock, Anders Bredahl, et al.
Published: (2024)
by: Kock, Anders Bredahl, et al.
Published: (2024)
Winsorized mean estimation with heavy tails and adversarial contamination
by: Kock, Anders Bredahl, et al.
Published: (2025)
by: Kock, Anders Bredahl, et al.
Published: (2025)
Continuity of the Distribution Function of the argmax of a Gaussian Process
by: Cattaneo, Matias D., et al.
Published: (2025)
by: Cattaneo, Matias D., et al.
Published: (2025)
High-Dimensional Canonical Correlation Analysis
by: Bykhovskaya, Anna, et al.
Published: (2023)
by: Bykhovskaya, Anna, et al.
Published: (2023)
Estimating sample paths of Gauss-Markov processes from noisy data
by: Davies, Benjamin
Published: (2024)
by: Davies, Benjamin
Published: (2024)
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
by: Meitz, Mika, et al.
Published: (2022)
by: Meitz, Mika, et al.
Published: (2022)
Bias correction for quantile regression estimators
by: Franguridi, Grigory, et al.
Published: (2020)
by: Franguridi, Grigory, et al.
Published: (2020)
Bounds on the Distribution of a Sum of Two Random Variables: Revisiting a problem of Kolmogorov with application to Individual Treatment Effects
by: Zhang, Zhehao, et al.
Published: (2024)
by: Zhang, Zhehao, et al.
Published: (2024)
Decoupling and randomization for double-indexed permutation statistics
by: Zou, Mingxuan, et al.
Published: (2026)
by: Zou, Mingxuan, et al.
Published: (2026)
Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
by: Shi, Zhaoyang, et al.
Published: (2024)
by: Shi, Zhaoyang, et al.
Published: (2024)
Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
by: Chiang, Harold D., et al.
Published: (2026)
by: Chiang, Harold D., et al.
Published: (2026)
A Strict Gap Between Relaxed and Partition-Constrained Spectral Compression in a Six-State Lumpable Markov Chain
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
by: Cattaneo, Matias D., et al.
Published: (2024)
by: Cattaneo, Matias D., et al.
Published: (2024)
Canonical Correlation Analysis: review
by: Bykhovskaya, Anna, et al.
Published: (2024)
by: Bykhovskaya, Anna, et al.
Published: (2024)
How weak are weak factors? Uniform inference for signal strength in signal plus noise models
by: Bykhovskaya, Anna, et al.
Published: (2025)
by: Bykhovskaya, Anna, et al.
Published: (2025)
Variable-Length Markov Chains on Finite Quivers: Boundary-Window Identifiability, Exact Depth, and Local Rank Comparison
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
Entropy-Rate Selection for Partially Observed Processes
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
Multi-period static hedging of European options
by: Banerjee, Purba, et al.
Published: (2023)
by: Banerjee, Purba, et al.
Published: (2023)
Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by: Kock, Lucas, et al.
Published: (2026)
by: Kock, Lucas, et al.
Published: (2026)
Fitting an Equation to Data Impartially
by: Tofallis, Chris
Published: (2024)
by: Tofallis, Chris
Published: (2024)
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
by: Chen, Jiafeng, et al.
Published: (2026)
by: Chen, Jiafeng, et al.
Published: (2026)
Inference in partially identified moment models via regularized optimal transport
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)
by: Chang, Jinyuan, et al.
Published: (2024)
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
by: Chen, Xiaohong, et al.
Published: (2020)
by: Chen, Xiaohong, et al.
Published: (2020)
Spectral analysis of high-dimensional spot volatility matrix with applications
by: Liu, Qiang, et al.
Published: (2025)
by: Liu, Qiang, et al.
Published: (2025)
Gaussian universality for approximately polynomial functions of high-dimensional data
by: Huang, Kevin Han, et al.
Published: (2024)
by: Huang, Kevin Han, et al.
Published: (2024)
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
by: Pötscher, Benedikt M., et al.
Published: (2024)
by: Pötscher, Benedikt M., et al.
Published: (2024)
Optimal Estimation for General Gaussian Processes
by: Takabatake, Tetsuya, et al.
Published: (2025)
by: Takabatake, Tetsuya, et al.
Published: (2025)
Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
by: Resende, Lucas
Published: (2024)
by: Resende, Lucas
Published: (2024)
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
by: Franguridi, Grigory, et al.
Published: (2019)
by: Franguridi, Grigory, et al.
Published: (2019)
Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
by: Cavaliere, Giuseppe, et al.
Published: (2025)
by: Cavaliere, Giuseppe, et al.
Published: (2025)
Valid Heteroskedasticity Robust Testing
by: Pötscher, Benedikt M., et al.
Published: (2021)
by: Pötscher, Benedikt M., et al.
Published: (2021)
Estimation of the complier causal hazard ratio under dependent censoring
by: Crommen, Gilles, et al.
Published: (2025)
by: Crommen, Gilles, et al.
Published: (2025)
Similar Items
-
Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm
by: Kock, Anders Bredahl, et al.
Published: (2024) -
Regularizing Fairness in Optimal Policy Learning with Distributional Targets
by: Kock, Anders Bredahl, et al.
Published: (2024) -
Superconsistency of Tests in High Dimensions
by: Kock, Anders Bredahl, et al.
Published: (2021) -
Functional Sequential Treatment Allocation with Covariates
by: Kock, Anders Bredahl, et al.
Published: (2020) -
High-dimensional Gaussian and bootstrap approximations for robust means
by: Kock, Anders Bredahl, et al.
Published: (2025)