322 citations · 1.3k across the 48 of their papers we have counts for
3 papers · 2 filters
Quantile regression approach to conditional mode estimation
Hirofumi Ota, Kengo Kato, Satoshi Hara
In this paper, we consider estimation of the conditional mode of an outcome variable given regressors. To this end, we propose and analyze a computationally scalable estimator deri…
High-Dimensional Econometrics and Regularized GMM
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +2
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a…
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
Keisuke Yano, Kengo Kato
In this paper, we study frequentist coverage errors of Bayesian credible sets for an approximately linear regression model with (moderately) high dimensional regressors, where the…