Victor Chernozhukov, Denis Chetverikov, Kengo Kato, Yuta Koike
arXiv 19 May 2022 · Mathematics — Statistics Theory · publishedAnnual Review of Statistics and Its Application (2023) · 29 citations (OpenAlex)
arXiv:2205.09691 · PDF · DOI · OpenAlex · Extracted main text
This article reviews recent progress in high-dimensional bootstrap. We first review high-dimensional central limit theorems for distributions of sample mean vectors over the rectangles, bootstrap consistency results in high dimensions, and key techniques used to establish those results. We then review selected applications of high-dimensional bootstrap: construction of simultaneous confidence sets for high-dimensional vector parameters, multiple hypothesis testing via stepdown, post-selection inference, intersection bounds for partially identified parameters, and inference on best policies in policy evaluation. Finally, we also comment on a couple of future research directions.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Victor Chernozhukov, Denis Chetverikov, and Kengo Kato, Gaussian app… (2013) no. 6, 2786–2819 self | 1.000 | 11 | 3 | 100% |
| 2 | Victor Chernozhukov, Denis Chetverikov, Kengo Kato, and Yuta Koike,… (2022) self | 1.000 | 11 | 3 | 100% |
| 3 | J. Chang, W. Zhou, W.-X. Zhou, and L. Wang, Comparing large covarian… (2017) 31–41 | 1.000 | 7 | 4 | 100% |
| 4 | Central limit theorems and bootstrap in high dimensions, The Annals… (2017) no. 4, 2309–2352 | 0.874 | 5 | 2 | 100% |
| 5 | Hang Deng and Cun-Hui Zhang, Beyond Gaussian approximation: Bootstra… (2020) no. 6, 3643–3671 | 0.843 | 3 | 3 | 100% |
| 6 | A. Belloni, V. Chernozhukov, and K. Kato, Uniform post selection inf… (2015) 77–94 | 0.811 | 4 | 2 | 100% |
| 7 | Miles E Lopes, Zhenhua Lin, and Hans-Georg Müller, Bootstrapping max… (2020) no. 2, 1214–1229 | 0.811 | 4 | 2 | 100% |
| 8 | Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, and Ying… (2018) no. 6B, 3643–3675 self | 0.737 | 3 | 2 | 100% |
| 9 | High-dimensional central limit theorems by Stein’s method, The Annal… (2021) no. 4, 1660–1686 | 0.737 | 3 | 2 | 100% |
| 10 | Notes on the dimension dependence in high-dimensional central limit… (2021) no. 1, 257–297 | 0.737 | 3 | 2 | 100% |
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