Central limit theorems and multiplier bootstrap when p is much larger than n

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.2012.4512

Publication URI: http://dx.doi.org/10.1920/wp.cem.2012.4512

Type: Working Paper