Provides Gaussian multiplier bootstrap approximation error bounds for the kth largest coordinate of high-dimensional statistics, valid when dimension exceeds sample size.
Annals of Probability , 45, 2309-2352 (2017)
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Gaussian Multiplier Bootstrap Procedure for the $k$th Largest Coordinate of High-Dimensional Statistics
Provides Gaussian multiplier bootstrap approximation error bounds for the kth largest coordinate of high-dimensional statistics, valid when dimension exceeds sample size.