16 citations · 37 across the 8 of their papers we have counts for
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econ.EM2019
Distributional conformal prediction
Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our…
econ.EM2019★ 1 cited
Detecting p-hacking
Graham Elliott, Nikolay Kudrin, Kaspar Wuthrich
We theoretically analyze the problem of testing for -hacking based on distributions of -values across multiple studies. We provide general results for when such distributions…
math.ST2019★ 5 cited
Omitted variable bias of Lasso-based inference methods: A finite sample analysis
Kaspar Wuthrich, Ying Zhu
We study the finite sample behavior of Lasso-based inference methods such as post double Lasso and debiased Lasso. We show that these methods can exhibit substantial omitted variab…