Denis Chetverikov

Selected Publications

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
25 August 2016 | CWP38/16

Latest version

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 April 2016 | Journal Article

Previous version

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
13 July 2015 | CWP39/15

Latest version

Nonparametric instrumental variable estimation under monotonicity
Denis Chetverikov, Daniel Wilhelm
27 September 2016 | CWP48/16
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
1 June 2015 | Journal Article

Previous version

Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP40/16
Some new asymptotic theory for least squares series: Pointwise and uniform results

In econometric applications it is common that the exact form of a conditional expectation is unknown […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 June 2015 | Journal Article

Previous version

On the asymptotic theory for least squares series: pointwise and uniform results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP73/13
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
31 December 2014 | CWP49/14

Latest version

Central limit theorems and bootstrap in high dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP39/16
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
31 December 2014 | CWP52/14

Latest version

Testing many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP42/16

Previous version

Testing Many Moment Inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP65/13
Anti-concentration and honest, adaptive confidence bands

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

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
26 August 2016 | CWP43/16
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
1 August 2014 | Journal Article

Previous version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP41/16
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
30 December 2013 | CWP65/13

Latest version

Testing many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP42/16