322 citations · 1.3k across the 48 of their papers we have counts for
4 papers · 1 filter
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…
Inference based on Kotlarski's Identity
Kengo Kato, Yuya Sasaki, Takuya Ura
Kotlarski's identity has been widely used in applied economic research. However, how to conduct inference based on this popular identification approach has been an open question fo…
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…