Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2014 - This version: December 11, 2014
sums hit rectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for the … all rectangles, or more generally, sparsely convex sets, and does not require any restrictions on the correlation among … components of Xi. Sparsely convex sets are sets that can be represented as intersections of many convex sets whose indicator …