| Publication | Date of Publication | Type |
|---|
Functional sequential treatment allocation with covariates
Econometric Theory | 2025-01-20 | Paper |
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
Statistics & Probability Letters | 2024-07-29 | Paper |
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
Econometric Theory | 2024-01-09 | Paper |
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
Econometric Theory | 2023-08-15 | Paper |
Treatment recommendation with distributional targets
Journal of Econometrics | 2023-06-09 | Paper |
Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
Bernoulli | 2023-06-02 | Paper |
Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
Bernoulli | 2023-06-02 | Paper |
Functional Sequential Treatment Allocation
Journal of the American Statistical Association | 2023-03-09 | Paper |
| A Modern Gauss-Markov Theorem? Really? | 2022-03-02 | Paper |
| Superconsistency of Tests in High Dimensions | 2021-06-07 | Paper |
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
Econometric Theory | 2020-05-08 | Paper |
Uniformly valid confidence intervals post-model-selection
The Annals of Statistics | 2020-05-05 | Paper |
Uniformly valid confidence intervals post-model-selection
The Annals of Statistics | 2020-05-05 | Paper |
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Electronic Journal of Statistics | 2019-10-11 | Paper |
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Electronic Journal of Statistics | 2019-10-11 | Paper |
Power in high-dimensional testing problems
Econometrica | 2019-07-19 | Paper |
Controlling the size of autocorrelation robust tests
Journal of Econometrics | 2019-04-26 | Paper |
Parameter recovery and model selection in mixed Rasch models
British Journal of Mathematical and Statistical Psychology | 2019-01-31 | Paper |
Finite sample properties of tests based on prewhitened nonparametric covariance estimators
Electronic Journal of Statistics | 2017-06-08 | Paper |
Finite sample properties of tests based on prewhitened nonparametric covariance estimators
Electronic Journal of Statistics | 2017-06-08 | Paper |
On the power of invariant tests for hypotheses on a covariance matrix
Econometric Theory | 2017-05-10 | Paper |
On size and power of heteroskedasticity and autocorrelation robust tests
Econometric Theory | 2016-04-22 | Paper |
Non-monotonic penalizing for the number of structural breaks
Computational Statistics | 2015-03-03 | Paper |
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
(available as arXiv preprint) | N/A | Paper |
