17 citations · 31 across the 3 of their papers we have counts for
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stat.ME2015★ 13 cited
Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
In this paper we develop procedures to construct simultaneous confidence bands for potentially infinite-dimensional parameters after model selection for general moment c…
stat.ME2013★ 17 cited
Post-Selection Inference for Generalized Linear Models with Many Controls
Alexandre Belloni, Victor Chernozhukov, Ying Wei
This paper considers generalized linear models in the presence of many controls. We lay out a general methodology to estimate an effect of interest based on the construction of an…