Alessandro Rinaldo, Larry Wasserman, Max G’Sell, BOOTSTRAPPING AND SAMPLE SPLITTING FOR HIGH-DIMENSIONAL, ASSUMPTION-LEAN INFERENCE, The Annals of Statistics, Vol. 47, No. 6 (December 2019), pp.

Consider the multivariate nonparametric regression model. It is shown that estimators based on sparsely connected deep neural networks with ReLU activation function and properly chosen network ...