Chernozhukov, Victor; Sokbae 'Simon' Lee; Rosen, Adam - Centre for Microdata Methods and Practice (CEMMAP) - 2012
novel result that establishes strong approximation for any general series estimator admitting linearization, which may be of … bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong … approximation of a sequence of series or kernel-based empirical processes by a sequence of "penultimate" Gaussian processes. These …