In this paper, we have derived the Gaussian and bootstrap approximation results for incomplete U-statistics with random and sparse weights in high dimensions. Specifically, we have considered two sampling schemes: Bernoulli sampling and sampling wit…
This paper is concerned with finite sample approximations to the supremum of a non-degenerate $U$-process of a general order indexed by a function class. We are primarily interested in situations where the function class as well as the underlying di…
We thank Fang Han for providing the stock data in Section 5.1. The high-performance computing work was done on the Illinois Campus Cluster Program (ICCP) at the University of Illinois at Urbana-Champaign.
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