activity
20222026
most citedHigh-dimensional inference on jumps in nonparametric time series regression models

1 citations · 1 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ML2026

Embedded Conditional Independence Tests for Large Language Model Generated Text with an Application to German Parliament Speeches

Marco Simnacher, Georg Keilbar, Benjamin König +2

Conditional independence tests (CITs) test for conditional dependence between two random objects and given a third random object . Existing CITs have limited applicabili…

econ.EM2026

Counterfactual Density Effects and the German East--West Income Gap

Georg Keilbar, Sonja Greven

We propose a novel framework for conducting causal inference based on counterfactual densities. While the current paradigm of causal inference is mostly focused on estimating avera…

stat.ML2025

Online simultaneous inference for quantiles via smoothed stochastic gradient descent

Likai Chen, Georg Keilbar, Wei Biao Wu

This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the score function with a bandwidth tied to…

econ.EM2023★ 1 cited

High-dimensional inference on jumps in nonparametric time series regression models

Likai Chen, Georg Keilbar, Liangjun Su +1

We study simultaneous inference on jumps in the conditional mean functions of a high-dimensional collection of heterogeneous nonparametric time series, where the number of series m…

stat.ML2022

Shapley Curves: A Smoothing Perspective

Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle

This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-l…

econ.EM2022

A projection based approach for interactive fixed effects panel data models

Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon +1

This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. T…