activity
20162026
most citedMultiway Cluster Robust Double/Debiased Machine Learning

15 citations · 49 across the 22 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2024

Extremal Quantiles under Two-Way Clustering

Harold D. Chiang, Ryutah Kato, Yuya Sasaki

This paper studies extremal quantiles under two-way clustered dependence. We show that the limiting distribution of unconditional intermediate-order tail quantiles is Gaussian. Thi…