Denis Chetverikov

Selected Publications

Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators

We develop two new methods for selecting the penalty parameter for the L1-penalized high-dimensional M-estimator, which […]

Denis Chetverikov, Jesper R-V Sørensen
20 April 2021 | CWP20/21
Nearly optimal central limit theorem and bootstrap approximations in high dimensions

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages […]

Victor Chernozhukov, Denis Chetverikov, Yuta Koike
4 March 2021 | CWP08/21
An Adaptive Test of Stochastic Monotonicity

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]

Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
4 May 2020 | CWP17/20

Previous version

An adaptive test of stochastic monotonicity
Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
15 October 2019 | CWP49/19
An adaptive test of stochastic monotonicity

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]

Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
15 October 2019 | CWP49/19

Latest version

An Adaptive Test of Stochastic Monotonicity
Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
4 May 2020 | CWP17/20

Previous version

An adaptive test of stochastic monotonicity
Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
3 April 2018 | CWP24/18
Inference on causal and structural parameters using many moment inequalities

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
18 October 2018 | CWP60/18

Previous version

Testing many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP42/16
High-dimensional econometrics and regularized GMM

This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Christian Hansen, Kengo Kato
12 June 2018 | CWP35/18
An adaptive test of stochastic monotonicity

We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of […]

Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
3 April 2018 | CWP24/18

Latest version

An adaptive test of stochastic monotonicity
Denis Chetverikov, Daniel Wilhelm, Dongwoo Kim
15 October 2019 | CWP49/19
Nonparametric instrumental variable estimation

This paper introduces Stata commands [R] npivreg and [R] npivregcv, which implement nonparametric instrumental variable (NPIV) […]

Daniel Wilhelm, Denis Chetverikov, Dongwoo Kim
30 October 2017 | CWP47/17
Double/debiased machine learning for treatment and structural parameters

We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]

Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey, James Robins
2 June 2017 | CWP28/17
Nonparametric instrumental variable estimation under monotonicity

The ill-posedness of the nonparametric instrumental variable (NPIV) model leads to estimators that may suffer from […]

Denis Chetverikov, Daniel Wilhelm
27 March 2017 | CWP14/17

Previous version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
27 September 2016 | CWP48/16