322 citations · 1.3k across the 48 of their papers we have counts for
4 papers · 1 filter
Improved Central Limit Theorem and bootstrap approximations in high dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato +1
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over compo…
Berry-Esseen bounds for Chernoff-type non-standard asymptotics in isotonic regression
Qiyang Han, Kengo Kato
A Chernoff-type distribution is a nonnormal distribution defined by the slope at zero of the greatest convex minorant of a two-sided Brownian motion with a polynomial drift. While…
Multiway Cluster Robust Double/Debiased Machine Learning
Harold D. Chiang, Kengo Kato, Yukun Ma +1
This paper investigates double/debiased machine learning (DML) under multiway clustered sampling environments. We propose a novel multiway cross fitting algorithm and a multiway DM…
Approximating high-dimensional infinite-order -statistics: statistical and computational guarantees
Yanglei Song, Xiaohui Chen, Kengo Kato
We study the problem of distributional approximations to high-dimensional non-degenerate -statistics with random kernels of diverging orders. Infinite-order -statistics (IOUS…