Uniformly Valid Post-Regularization Confidence Regions for Many
Functional Parameters in Z-Estimation Framework

Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework

23 December 2015

Victor Chernozhukov

Denis Chetverikov

Papers citing "Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework"

15 / 15 papers shown

Title
High-dimensional Data Bootstrap Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 42 30 0 19 May 2022
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R Philipp Bach Victor Chernozhukov Malte S. Kurz Martin Spindler Jan Rabenseifner GP 34 33 0 17 Mar 2021
Distributed Bootstrap for Simultaneous Inference Under High Dimensionality Yang Yu Shih-Kang Chao Guang Cheng FedML 40 10 0 19 Feb 2021
Inference for high-dimensional exchangeable arrays Harold D. Chiang Kengo Kato Yuya Sasaki 47 12 0 10 Sep 2020
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 45 74 0 22 Dec 2019
On rank estimators in increasing dimensions Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou 28 16 0 14 Aug 2019
Subvector Inference in Partially Identified Models with Many Moment Inequalities A. Belloni Federico A. Bugni Victor Chernozhukov 16 13 0 29 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 33 67 0 05 Jun 2018
Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data Z. Tan 27 87 0 30 Jan 2018
Fixed effects testing in high-dimensional linear mixed models Jelena Bradic G. Claeskens Thomas Gueuning 27 17 0 14 Aug 2017
Breaking the curse of dimensionality in regression Yinchu Zhu Jelena Bradic 34 19 0 01 Aug 2017
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 29 7 0 01 Jul 2016
On cross-validated Lasso in high dimensions Denis Chetverikov Z. Liao Victor Chernozhukov 34 80 0 07 May 2016
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 73 220 0 21 Jan 2013
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic Theory Adel Javanmard Andrea Montanari 120 160 0 17 Jan 2013