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