37 citations · 95 across the 23 of their papers we have counts for
8 papers · 1 filter
Conditional Influence Functions
Victor Chernozhukov, Whitney K. Newey, Vasilis Syrgkanis
There are many nonparametric objects of interest that are a function of a conditional distribution. One important example is an average treatment effect conditional on a subset of…
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…
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes
Victor Chernozhukov, Christian Hansen, Yuan Liao +1
We study a panel data model with general heterogeneous effects where slopes are allowed to vary across both individuals and over time. The key dimension reduction assumption we emp…
Subvector Inference in Partially Identified Models with Many Moment Inequalities
Alexandre Belloni, Federico Bugni, Victor Chernozhukov
This paper considers inference for a function of a parameter vector in a partially identified model with many moment inequalities. This framework allows the number of moment condit…
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…
Detailed proof of Nazarov's inequality
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).