Denis Chetverikov

Selected Publications

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
On cross-validated Lasso

In this paper, we derive a rate of convergence of the Lasso estimator when the penalty […]

Denis Chetverikov, . .
27 September 2016 | CWP47/16
Nonparametric instrumental variable estimation under monotonicity

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]

Denis Chetverikov, Daniel Wilhelm
27 September 2016 | CWP48/16

Latest version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
27 March 2017 | CWP14/17

Previous version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
13 July 2015 | CWP39/15
Double machine learning for treatment and causal parameters

Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]

Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey
27 September 2016 | CWP49/16
Conditional quantile processes based on series or many regressors

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Ivan Fernandez-Val
30 August 2016 | CWP46/16

Previous version

Conditional quantile processes based on series or many regressors
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
27 May 2011 | CWP19/11
Central limit theorems and bootstrap in high dimensions

In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP39/16

Previous version

Central limit theorems and bootstrap in high dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
31 December 2014 | CWP49/14
Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP40/16

Latest version

Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 June 2015 | Journal Article

Previous version

Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP71/13
Gaussian approximation of suprema of empirical processes

This paper develops a new direct approach to approximating suprema of general empirical processes by a […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP41/16

Latest version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 August 2014 | Journal Article

Previous version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP75/13
Testing 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
26 August 2016 | CWP42/16

Latest version

Inference on causal and structural parameters using many 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
31 December 2014 | CWP52/14
Anti-concentration and honest, adaptive confidence bands

Modern construction of uniform confidence bands for nonpara-metric densities (and other functions) often relies on the […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP43/16

Latest version

Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 October 2014 | Journal Article

Previous version

Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP69/13