Imagen de Portada

Maximal Inequalities for Separately Exchangeable Empirical Processes

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Chiang, Harold D.
Formato:	Preprint
Publicado:	2025
Materias:	Econometrics Statistics Theory
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Empirical Likelihood for Random Forests and Ensembles
por: Chiang, Harold D., et al.
Publicado: (2025)

Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
por: Chiang, Harold D., et al.
Publicado: (2026)

Extremal Quantiles under Two-Way Clustering
por: Chiang, Harold D., et al.
Publicado: (2024)

Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
por: Cattaneo, Matias D., et al.
Publicado: (2024)

Bridging the Gap between Empirical Welfare Maximization and Conditional Average Treatment Effect Estimation in Policy Learning
por: Kato, Masahiro
Publicado: (2025)

Nonparametric Empirical Bayes Confidence Intervals
por: Xie, Zhen
Publicado: (2026)

Optimal Estimation for General Gaussian Processes
por: Takabatake, Tetsuya, et al.
Publicado: (2025)

An Introduction to Permutation Processes (version 0.5)
por: Han, Fang
Publicado: (2024)

Empirical Bayes When Estimation Precision Predicts Parameters
por: Chen, Jiafeng
Publicado: (2022)

On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
por: Fang, Qin, et al.
Publicado: (2025)

Continuity of the Distribution Function of the argmax of a Gaussian Process
por: Cattaneo, Matias D., et al.
Publicado: (2025)

Maximal Inequalities for Empirical Processes under General Mixing Conditions
por: Pouzo, Demian
Publicado: (2024)

Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model
por: Walker, Christopher D.
Publicado: (2023)

Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
por: Cattaneo, Matias D., et al.
Publicado: (2024)

On Rosenbaum's Rank-based Matching Estimator
por: Cattaneo, Matias D., et al.
Publicado: (2023)

Entropy-Rate Selection for Partially Observed Processes
por: Kiriukhin, Oleg
Publicado: (2026)

A sliced Wasserstein and diffusion approach to random coefficient models
por: Lim, Keunwoo, et al.
Publicado: (2025)

Efficient Difference-in-Differences and Event Study Estimators
por: Chen, Xiaohong, et al.
Publicado: (2025)

Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
por: Li, Degui, et al.
Publicado: (2025)

Inference on effect size after multiple hypothesis testing
por: Dzemski, Andreas, et al.
Publicado: (2025)

Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps
por: Boniece, B. Cooper, et al.
Publicado: (2025)

Robust Cauchy-Based Methods for Predictive Regressions
por: Ibragimov, Rustam, et al.
Publicado: (2025)

The exact distribution of the conditional likelihood-ratio test in instrumental variables regression
por: Londschien, Malte
Publicado: (2025)

Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods
por: Dzemski, Andreas, et al.
Publicado: (2025)

Residual Balancing for Non-Linear Outcome Models in High Dimensions
por: Meza, Isaac
Publicado: (2025)

Driver Identification and PCA Augmented Selection Shrinkage Framework for Nordic System Price Forecasting
por: Sadabad, Yousef Adeli, et al.
Publicado: (2025)

Universal Inference for Incomplete Discrete Choice Models
por: Kaido, Hiroaki, et al.
Publicado: (2025)

Inference in partially identified moment models via regularized optimal transport
por: Franguridi, Grigory, et al.
Publicado: (2025)

Testing Conditional Stochastic Dominance at Target Points
por: Bugni, Federico A., et al.
Publicado: (2025)

Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
por: Fernández, Andrés Aradillas, et al.
Publicado: (2025)

Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series
por: Hoga, Yannick, et al.
Publicado: (2025)

Estimation of a Dynamic Tobit Model with a Unit Root
por: Bykhovskaya, Anna, et al.
Publicado: (2025)

GMM and M Estimation under Network Dependence
por: Sasaki, Yuya
Publicado: (2025)

Random sets from the perspective of metric statistics
por: Kurisu, Daisuke, et al.
Publicado: (2025)

A New Design-Based Variance Estimator for Finely Stratified Experiments
por: Bai, Yuehao, et al.
Publicado: (2025)

Bootstrap Diagnostic Tests
por: Cavaliere, Giuseppe, et al.
Publicado: (2025)

Generalized Optimal Transport
por: Voronin, Andrei
Publicado: (2025)

Limit Theorems for Network Data without Metric Structure
por: Jiang, Wen, et al.
Publicado: (2025)

On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
por: Feng, XinWei, et al.
Publicado: (2025)

Trading-off Bias and Variance When the Size of the Treatment Effect is Bounded
por: de Chaisemartin, Clément
Publicado: (2021)