324 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Seoul National UniversityKR7 papers
- University College LondonGB7 papers
- University of BristolGB5 papers
- Columbia UniversityUS3 papers
- Erasmus University RotterdamNL3 papers
- McMaster UniversityCA3 papers
- Rutgers, The State University of New JerseyUS3 papers
- University of BolognaIT3 papers
- CemmapGB2 papers
- Queen Mary University of LondonGB2 papers
- University of British ColumbiaCA2 papers
- University of LeicesterGB2 papers
4 papers · 1 filter
Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a rang…
The Lasso for High-Dimensional Regression with a Possible Change-Point
Sokbae Lee, Myung Hwan Seo, Youngki Shin
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the…
Testing Functional Inequalities
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of -type functionals of kernel esti…
Intersection Bounds: Estimation and Inference
Victor Chernozhukov, Sokbae Lee, Adam M. Rosen
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or…