630 citations · 1.9k across the 32 of their papers we have counts for
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Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the num…
Program Evaluation and Causal Inference with High-Dimensional Data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernández-Val +1
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (L…
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
In this supplementary appendix we provide additional results, omitted proofs and extensive simulations that complement the analysis of the main text (arXiv:1201.0224).
Post-Selection Inference for Generalized Linear Models with Many Controls
Alexandre Belloni, Victor Chernozhukov, Ying Wei
This paper considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an…
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model with homoscedastic errors. Our methods are based on a…