Kengo Kato

activity

20112026

most citedGaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

322 citations · 1.3k across the 48 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.ST2014

Central Limit Theorems and Bootstrap in High Dimensions

Victor Chernozhukov, Denis Chetverikov, Kengo Kato

This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specif…

math.ST2014★ 3 cited

Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large

Antonio F. Galvao, Kengo Kato

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$ , and the number of ti…

Central Limit Theorems and Bootstrap in High Dimensions

Estimation and inference for linear panel data models under misspecification when both n and T are large

Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large