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20162026
most citedNonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments

33 citations · 124 across the 37 of their papers we have counts for

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stat.ML2024

High-Dimensional Tail Index Regression

Yuya Sasaki, Jing Tao, Yulong Wang

Motivated by the empirical observation of power-law distributions in the credits (e.g., ``likes'') of viral posts in social media, we introduce a high-dimensional tail index regres…

math.ST2024

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…