Kengo Kato

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
"Large deviations for dynamical Schr\""{o}dinger problems"
(available as arXiv preprint)
N/APaper
Large deviations for dynamical Schrödinger problems
Journal of Applied Probability
2026-07-31Paper
Approximation rates of entropic maps in semidiscrete optimal transport
Electronic Communications in Probability
2025-06-23Paper
Stability and statistical inference for semidiscrete optimal transport maps
The Annals of Applied Probability
2025-01-31Paper
Estimation and Inference for Linear Panel Data Models Under Misspecification When Both<i>n</i>and<i>T</i>are Large
Journal of Business and Economic Statistics
2025-01-20Paper
Statistical inference with regularized optimal transport
Information and Inference: A Journal of the IMA
2025-01-14Paper
Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
Journal of the American Statistical Association
2024-11-01Paper
Multiway Cluster Robust Double/Debiased Machine Learning
Journal of Business and Economic Statistics
2024-10-17Paper
Limit distribution theory for smooth \(p\)-Wasserstein distances
The Annals of Applied Probability
2024-08-21Paper
Limit distribution theory for f-divergences
IEEE Transactions on Information Theory
2024-07-22Paper
Limit theorems for entropic optimal transport maps and Sinkhorn divergence
Electronic Journal of Statistics
2024-03-25Paper
Limit theorems for entropic optimal transport maps and Sinkhorn divergence
Electronic Journal of Statistics
2024-03-25Paper
Inference for High-Dimensional Exchangeable Arrays
Journal of the American Statistical Association
2023-10-18Paper
Bootstrap Inference for Quantile-based Modal Regression
Journal of the American Statistical Association
2023-07-03Paper
Stability and statistical inference for semidiscrete optimal transport maps2023-03-17Paper
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
Bernoulli
2022-12-19Paper
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
Bernoulli
2022-12-19Paper
Improved central limit theorem and bootstrap approximations in high dimensions
The Annals of Statistics
2022-12-08Paper
Inference on Causal and Structural Parameters using Many Moment Inequalities
Review of Economic Studies
2022-11-09Paper
Analysis of Networks via the Sparse<i>β</i>-model
Journal of the Royal Statistical Society Series B: Statistical Methodology
2022-07-11Paper
Statistical inference with regularized optimal transport2022-05-09Paper
Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
The Annals of Applied Probability
2022-05-06Paper
Limit distribution theory for smooth p-Wasserstein distances2022-02-28Paper
Robust inference in deconvolution
Quantitative Economics
2021-11-11Paper
Limit Distribution Theory for the Smooth 1-Wasserstein Distance with Applications2021-07-28Paper
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data2021-03-19Paper
Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2020-04-21Paper
Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
(available as arXiv preprint)
2020-03-19Paper
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Stochastic Processes and their Applications
2020-02-24Paper
Asymptotic Guarantees for Generative Modeling Based on the Smooth Wasserstein Distance2020-02-03Paper
Limit Distribution for Smooth Total Variation and \chi^2-Divergence in High Dimensions2020-02-03Paper
Randomized incomplete \(U\)-statistics in high dimensions
The Annals of Statistics
2020-01-15Paper
Randomized incomplete \(U\)-statistics in high dimensions
The Annals of Statistics
2020-01-15Paper
Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
Electronic Journal of Statistics
2020-01-03Paper
Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
Electronic Journal of Statistics
2020-01-03Paper
Improved Central Limit Theorem and bootstrap approximations in high dimensions
(available as arXiv preprint)
2019-12-22Paper
Uniform confidence bands for nonparametric errors-in-variables regression
Journal of Econometrics
2019-12-19Paper
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
Bernoulli
2019-12-05Paper
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
Bernoulli
2019-12-05Paper
A simple method to construct confidence bands in functional linear regression
STATISTICA SINICA
2019-11-19Paper
Berry-Esseen bounds for Chernoff-type non-standard asymptotics in isotonic regression
(available as arXiv preprint)
2019-10-21Paper
Quantile regression approach to conditional mode estimation
Electronic Journal of Statistics
2019-10-04Paper
Quantile regression approach to conditional mode estimation
Electronic Journal of Statistics
2019-10-04Paper
Valid post-selection inference in high-dimensional approximately sparse quantile regression models
Journal of the American Statistical Association
2019-08-27Paper
Analysis of Networks via the Sparse \beta-Model
(available as arXiv preprint)
2019-08-08Paper
Uniform confidence bands in deconvolution with unknown error distribution
Journal of Econometrics
2018-10-12Paper
PCA-based estimation for functional linear regression with functional responses
Journal of Multivariate Analysis
2017-12-21Paper
Detailed proof of Nazarov's inequality2017-11-29Paper
Central limit theorems and bootstrap in high dimensions
The Annals of Probability
2017-10-05Paper
Central limit theorems and bootstrap in high dimensions
The Annals of Probability
2017-10-05Paper
Asymptotics for panel quantile regression models with individual effects
Journal of Econometrics
2017-05-12Paper
Asymptotics for panel quantile regression models with individual effects
Journal of Econometrics
2017-05-12Paper
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Stochastic Processes and their Applications
2016-11-02Paper
Smoothed quantile regression for panel data
Journal of Econometrics
2016-05-18Paper
Some new asymptotic theory for least squares series: pointwise and uniform results
Journal of Econometrics
2015-08-31Paper
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2015-06-19Paper
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Biometrika
2015-04-24Paper
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Biometrika
2015-04-24Paper
Anti-concentration and honest, adaptive confidence bands
The Annals of Statistics
2014-12-12Paper
Gaussian approximation of suprema of empirical processes
The Annals of Statistics
2014-10-17Paper
Gaussian approximation of suprema of empirical processes
The Annals of Statistics
2014-10-17Paper
Testing linearity against threshold effects: uniform inference in quantile regression
Annals of the Institute of Statistical Mathematics
2014-10-02Paper
Estimation in functional linear quantile regression
The Annals of Statistics
2014-09-15Paper
Estimation in functional linear quantile regression
The Annals of Statistics
2014-09-15Paper
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
The Annals of Statistics
2014-04-04Paper
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
The Annals of Statistics
2014-04-04Paper
Estimation and inference for linear panel data models under misspecification when both n and T are large2014-03-09Paper
Quasi-Bayesian analysis of nonparametric instrumental variables models
The Annals of Statistics
2014-03-06Paper
Quasi-Bayesian analysis of nonparametric instrumental variables models
The Annals of Statistics
2014-03-06Paper
Inference on causal and structural parameters using many moment inequalities
(available as arXiv preprint)
2013-12-29Paper
Asymptotic normality of Powell's kernel estimator
Annals of the Institute of Statistical Mathematics
2012-05-23Paper
A note on moment convergence of bootstrap M-estimators
Statistics & Decisions
2011-03-29Paper
Improved prediction for a multivariate normal distribution with unknown mean and variance
Annals of the Institute of Statistical Mathematics
2009-09-14Paper
Asymptotics for argmin processes: convexity arguments
Journal of Multivariate Analysis
2009-06-24Paper
On the degrees of freedom in shrinkage estimation
Journal of Multivariate Analysis
2009-06-09Paper


Research outcomes over time


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