129 citations · 527 across the 38 of their papers we have counts for
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Inference In High-dimensional Single-Index Models Under Symmetric Designs
Hamid Eftekhari, Moulinath Banerjee, Ya'acov Ritov
The problem of statistical inference for regression coefficients in a high-dimensional single-index model is considered. Under elliptical symmetry, the single index model can be re…
Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence
Monika Bhattacharjee, Moulinath Banerjee, George Michailidis
We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A…
Optimal Linear Discriminators For The Discrete Choice Model In Growing Dimensions
Debarghya Mukherjee, Moulinath Banerjee, Ya'acov Ritov
Manski's celebrated maximum score estimator for the discrete choice model, which is an optimal linear discriminator, has been the focus of much investigation in both the econometri…