322 citations · 1.3k across the 48 of their papers we have counts for
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Inference on causal and structural parameters using many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by , is possibly much larger than the sample size . Ther…
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
This work proposes new inference methods for a regression coefficient of interest in a (heterogeneous) quantile regression model. We consider a high-dimensional model where the num…
Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model with homoscedastic errors. Our methods are based on a…
Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the classical Smirnov-Bickel-Rosenblatt (SBR) condition; see, for…
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an impor…