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Detailed proof of Nazarov's inequality
Victor Chernozhukov, Denis Chetverikov, Kengo Kato · 2017-11-29 · via math.ST updates on arXiv.org

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).