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 func...

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Bibliographic Details
Main Authors: Chetverikov, Denis (Author), Kato, Kengo (Author), Chernozhukov, Victor V (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor)
Format: Article
Language:English
Published: Elsevier BV, 2018-12-11T15:52:38Z.
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