Detailed proof of Nazarov's inequality

By Victor Chernozhukov, D. Chetverikov, Kengo Kato. 2017

51 citations recorded by the source corpus.

The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).

View Paper: https://www.semanticscholar.org/paper/bc5525c44b18831a9bff19c587dca3c06d4985b1

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1. Christian Hansen
2. Alexandre Belloni
3. Victor Chernozhukov
4. Susan Athey
5. Whitney K. Newey
6. D. Chetverikov
7. Stefan Wager
8. Max H. Farrell

Citations in the corpus

• High-dimensional econometrics and regularized GMM (2018, background): “ p)02Rp, we have P(Zx+ ) P(Zx) ˙ ( p 2logp+ 2); (A.9) where x+ = (x 1 + ;:::;x p+ )0. Proof. This is Nazarov’s inequality stated in Lemma A.1 in [50]. For a detailed proof of Lemma A.8, see [51].HD ECONOMETRICS AND REGULARIZED GMM 69 Appendix B. Proofs for Section 2 ProofofTheorem2.1. Takeanyrecta”