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2017-11-29
Detailed proof of Nazarov's inequality
Victor ChernozhukovDenis ChetverikovKengo Kato
文献摘要
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).
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