322 citations · 816 across the 25 of their papers we have counts for
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math.ST2012★ 322 cited
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…
math.ST2012★ 51 cited
Testing Regression Monotonicity in Econometric Models
Denis Chetverikov
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical…