630 citations · 1.9k across the 32 of their papers we have counts for
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math.ST2009★ 23 cited
On multivariate quantiles under partial orders
Alexandre Belloni, Robert L. Winkler
This paper focuses on generalizing quantiles from the ordering point of view. We propose the concept of partial quantiles, which are based on a given partial order. We establish th…
math.ST2009
Posterior Inference in Curved Exponential Families under Increasing Dimensions
Alexandre Belloni, Victor Chernozhukov
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imp…
math.ST2009★ 36 cited
L1-Penalized Quantile Regression in High-Dimensional Sparse Models
Alexandre Belloni, Victor Chernozhukov
We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional sparse models. In these models the overall number of r…