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High-dimensional Edgeworth expansion for the empirical bootstrap

Establish that the empirical bootstrap satisfies the high-dimensional Edgeworth expansion condition (formal-ae-boot) with a vanishing and explicit error term Δ_n under suitable assumptions, thereby extending the coverage error bounds in Theorem 2.1 beyond the wild bootstrap.

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Background

The coverage error bounds in Theorem 2.1 are derived under an Edgeworth expansion assumption for the bootstrap law (equation (formal-ae-boot)). The paper verifies this condition for certain wild bootstraps but not for the empirical bootstrap in high dimensions.

The authors explicitly note the absence of results establishing (formal-ae-boot) with a reasonable Δ_n for the empirical bootstrap, leaving a gap in theory for one of the most commonly used resampling methods.

References

However, so far we have no result to ensure formal-ae-boot with a reasonable \Delta_n for the empirical bootstrap in the high-dimensional setting.

High-dimensional bootstrap and asymptotic expansion (2404.05006 - Koike, 7 Apr 2024) in Remark (b) after Theorem 2.1, Section 2.1