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