Arbeitspapier
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded VC-type class of functions by the suprema of the Gaussian and bootstrap processes. The bounds of these approximations are non-asymptotic, which allows us to work with classes of functions whose complexity increases with the sample size. The construction of couplings is not of the Hungarian type and is instead based on the Slepian-Stein methods and Gaussian comparison inequalities. The increasing complexity of classes of functions and non-centrality of the processes make the results useful for applications in modern nonparametric statistics (Giné and Nickl [14]), in particular allowing us to study the power properties of nonparametric tests using Gaussian and bootstrap approximations.
- Language
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Englisch
- Bibliographic citation
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Series: cemmap working paper ; No. CWP38/16
- Classification
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Wirtschaft
- Subject
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coupling
empirical process
multiplier bootstrap process
empirical bootstrap process
Gaussian approximation
supremum
- Event
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Geistige Schöpfung
- (who)
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Chernozhukov, Victor
Chetverikov, Denis
Kato, Kengo
- Event
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Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
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2016
- DOI
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doi:10.1920/wp.cem.2016.3816
- Handle
- Last update
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10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Chernozhukov, Victor
- Chetverikov, Denis
- Kato, Kengo
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2016
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