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, Kato, Kengo, Chernozhukov, Victor V
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Published: Elsevier BV 2018
Online Access:http://hdl.handle.net/1721.1/119502
https://orcid.org/0000-0002-3250-6714