5 citations · 15 across the 19 of their papers we have counts for
3 papers · 1 filter
Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination
Anders Bredahl Kock, David Preinerstorfer
Because 2SLS is built from sample averages, a small number of observations can have a disproportionate effect on estimates and inference. We introduce W-2SLS, a simple drop-in robu…
Adversarially robust multiple testing in high dimensions
Anders Bredahl Kock, David Preinerstorfer
Robust multiple testing procedures for assessing equality restrictions on the coordinates of high-dimensional mean vectors are proposed. Our procedures are based on quantile-winsor…
Robustness for free: asymptotic size and power of max-tests in high dimensions
Anders Bredahl Kock, David Preinerstorfer
Allowing for adversarial contamination and heavy tails, we study testing whether the mean of a high-dimensional random vector equals zero. Because standard max-tests based on sampl…