Author pages are created from data sourced from our academic publisher partnerships and public sources.

Publications Influence

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics, Economics
- 31 December 2012

We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is… Expand

266 75- PDF

Central limit theorems and bootstrap in high dimensions

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics
- 11 December 2014

In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector sums hit rectangles and sparsely convex sets. Specifically, we derive Gaussian… Expand

173 46- PDF

Some new asymptotic theory for least squares series: Pointwise and uniform results

- A. Belloni, V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics, Economics
- 3 December 2012

In this work we consider series estimators for the conditional mean in light of three new ingredients: (i) sharp LLNs for matrices derived from the non-commutative Khinchin inequalities, (ii) bounds… Expand

133 32- PDF

Gaussian approximation of suprema of empirical processes

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics
- 1 August 2014

We develop a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating empirical processes… Expand

87 21

Testing Many Moment Inequalities

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics
- 30 December 2013

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There are a variety of… Expand

67 19- PDF

Gaussian approximation of suprema of empirical processes

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics
- 31 December 2012

This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole… Expand

83 15- PDF

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics
- 21 January 2013

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in the… Expand

103 15- PDF

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Slepian and Sudakov–Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in… Expand

57 15

Asymptotics for argmin processes: Convexity arguments

- K. Kato
- Mathematics, Computer Science
- J. Multivar. Anal.
- 1 September 2009

TLDR

48 13- PDF

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

- V. Chernozhukov, D. Chetverikov, K. Kato
- Mathematics
- 30 December 2013

We derive a Gaussian approximation result for the maximum of a sum of high dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is… Expand

77 12