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econ.EM2026
Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination
Anders Bredahl Kock, David Preinerstorfer
Because 2SLS is built from sample averages, a small number of observations can have a disproportionate effect on estimates and inference. We introduce W-2SLS, a simple drop-in robu…
math.ST2026
Adversarially robust multiple testing in high dimensions
Anders Bredahl Kock, David Preinerstorfer
Robust multiple testing procedures for assessing equality restrictions on the coordinates of high-dimensional mean vectors are proposed. Our procedures are based on quantile-winsor…
math.ST2026
Robustness for free: asymptotic size and power of max-tests in high dimensions
Anders Bredahl Kock, David Preinerstorfer
Allowing for adversarial contamination and heavy tails, we study testing whether the mean of a high-dimensional random vector equals zero. Because standard max-tests based on sampl…