Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016 - This version: May 31, 2016
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 … functions depend nontrivially only on a small subset of their arguments, with rectangles being a special case. …