322 citations · 816 across the 25 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
Adaptive Test of Conditional Moment Inequalities
Denis Chetverikov
In this paper, I construct a new test of conditional moment inequalities, which is based on studentized kernel estimates of moment functions with many different values of the bandw…