399 citations · 441 across the 9 of their papers we have counts for
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stat.ME2021★ 4 cited
Approximate Bayesian Computation via Classification
Yuexi Wang, Tetsuya Kaji, Veronika Ročková
Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC construct…
stat.ME2016★ 399 cited
Extremal Quantile Regression: An Overview
Victor Chernozhukov, Iván Fernández-Val, Tetsuya Kaji
Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with an increasing number of economic and financial applications…