Denis Chetverikov
Selected Publications
Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain […]
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We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]
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We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]
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The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable […]
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In econometric applications it is common that the exact form of a conditional expectation is unknown […]
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Slepian and Sudakov–Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain […]
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In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector […]
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This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]
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Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the […]
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This paper develops a new direct approach to approximating suprema of general empirical processes by a […]