723 citations · 5.4k across the 110 of their papers we have counts for
7 papers · 1 filter
Minimax Semiparametric Learning With Approximate Sparsity
Jelena Bradic, Victor Chernozhukov, Whitney K. Newey +1
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of…
Improved Central Limit Theorem and bootstrap approximations in high dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato +1
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over compo…
Distributional conformal prediction
Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our…
Fast Algorithms for the Quantile Regression Process
Victor Chernozhukov, Iván Fernández-Val, Blaise Melly
The widespread use of quantile regression methods depends crucially on the existence of fast algorithms. Despite numerous algorithmic improvements, the computation time is still no…
SortedEffects: Sorted Causal Effects in R
Shuowen Chen, Victor Chernozhukov, Iván Fernández-Val +1
Chernozhukov et al. (2018) proposed the sorted effect method for nonlinear regression models. This method consists of reporting percentiles of the partial effects in addition to th…
Semi-Parametric Efficient Policy Learning with Continuous Actions
Mert Demirer, Vasilis Syrgkanis, Greg Lewis +1
We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimat…
Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
Shuowen Chen, Victor Chernozhukov, Iván Fernández-Val
The relationship between democracy and economic growth is of long-standing interest. We revisit the panel data analysis of this relationship by Acemoglu, Naidu, Restrepo and Robins…