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20122024
most citedGaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

322 citations · 816 across the 25 of their papers we have counts for

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math.ST2017★ 21 cited

Detailed proof of Nazarov's inequality

Victor Chernozhukov, Denis Chetverikov, Kengo Kato

The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).

stat.ML2017

Double/Debiased/Neyman Machine Learning of Treatment Effects

Victor Chernozhukov, Denis Chetverikov, Mert Demirer +3

Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements ab…