723 citations · 5.4k across the 110 of their papers we have counts for
4 papers · 1 filter
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
Victor Chernozhukov, Alfred Galichon, Marc Hallin +1
We propose new concepts of statistical depth, multivariate quantiles, ranks and signs, based on canonical transportation maps between a distribution of interest on and a refe…
Central Limit Theorems and Bootstrap in High Dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specif…
Inference in High Dimensional Panel Models with an Application to Gun Control
Alexandre Belloni, Victor Chernozhukov, Christian Hansen +1
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of…
Vector Quantile Regression: An Optimal Transport Approach
Guillaume Carlier, Victor Chernozhukov, Alfred Galichon
We propose a notion of conditional vector quantile function and a vector quantile regression. A \emph{conditional vector quantile function} (CVQF) of a random vector , taking va…