322 citations · 816 across the 25 of their papers we have counts for
3 papers · 1 filter
Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
In this paper we develop procedures to construct simultaneous confidence bands for potentially infinite-dimensional parameters after model selection for general moment c…
Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, lo…
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded VC-type class of functions by the suprema of the Gaussian and…