33 citations · 124 across the 37 of their papers we have counts for
4 papers · 1 filter
Extremal Quantiles under Two-Way Clustering
Harold D. Chiang, Ryutah Kato, Yuya Sasaki
This paper studies extremal quantiles under two-way clustered dependence. We show that the limiting distribution of unconditional intermediate-order tail quantiles is Gaussian. Thi…
On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile
Yuya Sasaki, Yulong Wang
This paper presents two results concerning uniform confidence intervals for the tail index and the extreme quantile. First, we show that it is impossible to construct a length-opti…
Uniform confidence bands for nonparametric errors-in-variables regression
Kengo Kato, Yuya Sasaki
This paper develops a method to construct uniform confidence bands for a nonparametric regression function where a predictor variable is subject to a measurement error. We allow fo…
Uniform confidence bands in deconvolution with unknown error distribution
Kengo Kato, Yuya Sasaki
This paper develops a method to construct uniform confidence bands in deconvolution when the error distribution is unknown. We mainly focus on the baseline setting where an auxilia…