The following pages link to Victor Chernozhukov (Q280224):
Displaying 50 items.
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- Vector quantile regression: an optimal transport approach (Q292882) (← links)
- (Q335634) (redirect page) (← links)
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- (Q464195) (redirect page) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- (Q480963) (redirect page) (← links)
- Anti-concentration and honest, adaptive confidence bands (Q480965) (← links)
- Some new asymptotic theory for least squares series: pointwise and uniform results (Q494171) (← links)
- Monge-Kantorovich depth, quantiles, ranks and signs (Q524458) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Rearranging Edgeworth-Cornish-Fisher expansions (Q847815) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Least squares after model selection in high-dimensional sparse models (Q1952433) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
- Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S. (Q2224898) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Quantile regression with censoring and endogeneity (Q2346027) (← links)
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors (Q2349143) (← links)
- Extremal quantile regression (Q2388357) (← links)
- On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
- Vector quantile regression beyond the specified case (Q2404414) (← links)
- Central limit theorems and bootstrap in high dimensions (Q2406563) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
- Nonparametric identification in panels using quantiles (Q2516311) (← links)
- Average and Quantile Effects in Nonseparable Panel Models (Q2857548) (← links)
- Intersection Bounds: Estimation and Inference (Q2857551) (← links)
- Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain (Q2859539) (← links)
- Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks (Q3012104) (← links)
- Set identification and sensitivity analysis with Tobin regressors (Q3072525) (← links)
- Square-root lasso: pivotal recovery of sparse signals via conic programming (Q3107973) (← links)
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Q3304840) (← links)
- Improving point and interval estimators of monotone functions by rearrangement (Q3399070) (← links)
- Inference on Causal and Structural Parameters using Many Moment Inequalities (Q5046716) (← links)
- Debiased machine learning of conditional average treatment effects and other causal functions (Q5083269) (← links)
- Posterior inference in curved exponential families under increasing dimensions (Q5093232) (← links)
- Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems (Q5247433) (← links)
- Estimation and Confidence Regions for Parameter Sets in Econometric Models (Q5441825) (← links)
- Likelihood Estimation and Inference in a Class of Nonregular Econometric Models (Q5475051) (← links)
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure (Q5489087) (← links)
- Uniform inference in high-dimensional Gaussian graphical models (Q5879518) (← links)
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions (Q6104030) (← links)
- Inference for low-rank models (Q6177325) (← links)
- Locally Robust Semiparametric Estimation (Q6181688) (← links)
- Network and panel quantile effects via distribution regression (Q6199639) (← links)
