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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (2013)

First Author: Chernozhukov V

Attributed to: The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2013.7613

Publication URI: http://dx.doi.org/10.1920/wp.cem.2013.7613

Type: Working Paper