630 citations · 1.9k across the 32 of their papers we have counts for
3 papers · 2 filters
Approximate group context tree
Alexandre Belloni, Roberto I. Oliveira
We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditiona…
Conditional Quantile Processes based on Series or Many Regressors
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its f…
Pivotal estimation via square-root Lasso in nonparametric regression
Alexandre Belloni, Victor Chernozhukov, Lie Wang
We propose a self-tuning method that simultaneously resolves three important practical problems in high-dimensional regression analysis, namely it handles…