723 citations · 5.4k across the 110 of their papers we have counts for
5 papers · 1 filter
Inference for best linear approximations to set identified functions
Arun Chandrasekhar, Victor Chernozhukov, Francesca Molinari +1
This paper provides inference methods for best linear approximations to functions which are known to lie within a band. It extends the partial identification literature by allowing…
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the max…
Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approx…
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
In applications it is common that the exact form of a conditional expectation is unknown and having flexible functional forms can lead to improvements. Series method offers that by…
Inference on Sets in Finance
Victor Chernozhukov, Emre Kocatulum, Konrad Menzel
In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality. Classical and recent…