Extends second-order bootstrap theory from maxima to the k-th order statistic in high dimensions via factorial moments and inclusion-exclusion, achieving n^{-1} coverage error with third-moment matching wild bootstrap.
Gaussian Multiplier Bootstrap Procedure for the k-th Largest Coordinate of High - Dimensional Statistics
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A new framework combines AI-derived concept embeddings with high-dimensional selective inference to enable statistically principled, interpretable discovery from unstructured data in empirical economics.
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Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach
A new framework combines AI-derived concept embeddings with high-dimensional selective inference to enable statistically principled, interpretable discovery from unstructured data in empirical economics.