630 citations · 1.9k across the 32 of their papers we have counts for
4 papers · 1 filter
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…
High Dimensional Sparse Econometric Models: An Introduction
Alexandre Belloni, Victor Chernozhukov
In this chapter we discuss conceptually high dimensional sparse econometric models as well as estimation of these models using L1-penalization and post-L1-penalization methods. Foc…
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…