10 citations · 16 across the 4 of their papers we have counts for
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stat.CO2016
Counterfactual: An R Package for Counterfactual Analysis
Mingli Chen, Victor Chernozhukov, Iván Fernández-Val +1
The Counterfactual package implements the estimation and inference methods of Chernozhukov, Fernández-Val and Melly (2013) for counterfactual analysis. The counterfactual distribut…
math.ST2016
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
Alexandre Belloni, Mingli Chen, Victor Chernozhukov
We propose two types of Quantile Graphical Models (QGMs) --- Conditional Independence Quantile Graphical Models (CIQGMs) and Prediction Quantile Graphical Models (PQGMs). CIQGMs ch…