322 citations · 1.3k across the 48 of their papers we have counts for
4 papers · 2 filters
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the max…
Two-step estimation of high dimensional additive models
Kengo Kato
This paper investigates the two-step estimation of a high dimensional additive regression model, in which the number of nonparametric additive components is potentially larger than…
Quasi-Bayesian analysis of nonparametric instrumental variables models
Kengo Kato
This paper aims at developing a quasi-Bayesian analysis of the nonparametric instrumental variables model, with a focus on the asymptotic properties of quasi-posterior distribution…
Estimation in functional linear quantile regression
Kengo Kato
This paper studies estimation in functional linear quantile regression in which the dependent variable is scalar while the covariate is a function, and the conditional quantile for…