21 citations · 50 across the 13 of their papers we have counts for
25 papers
High-dimensional Data Bootstrap
Victor Chernozhukov, Denis Chetverikov, Kengo Kato +1
This article reviews recent progress in high-dimensional bootstrap. We first review high-dimensional central limit theorems for distributions of sample mean vectors over the rectan…
A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S."
Victor Chernozhukov, Hiroyuki Kasahara, Paul Schrimpf
Recently, Phillippe Lemoine posted a critique of our paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S." [arXiv:2005.14168] at his post titled…
Deeply-Debiased Off-Policy Interval Estimation
Chengchun Shi, Runzhe Wan, Victor Chernozhukov +1
Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would be…
Vector quantile regression and optimal transport, from theory to numerics
Guillaume Carlier, Victor Chernozhukov, Gwendoline De Bie +1
In this paper, we first revisit the Koenker and Bassett variational approach to (univariate) quantile regression, emphasizing its link with latent factor representations and correl…
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
Victor Chernozhukov, Denis Chetverikov, Yuta Koike
In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of independent high-dimensional centered random vectors ov…
Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework
Philipp Bach, Victor Chernozhukov, Martin Spindler
The COVID-19 pandemic constitutes one of the largest threats in recent decades to the health and economic welfare of populations globally. In this paper, we analyze different types…