Denis Chetverikov

Selected Publications

Anti-concentration and honest, adaptive confidence bands

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

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP69/13

Latest version

Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP43/16
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
30 December 2013 | CWP71/13

Latest version

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

In this work we consider series estimators for the conditional mean in light of three new […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP73/13

Latest version

Some new asymptotic theory for least squares series: Pointwise and uniform results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 June 2015 | Journal Article
Gaussian approximation of suprema of empirical processes

We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP75/13

Latest version

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

Previous version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
17 December 2012 | CWP44/12
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

We derive a Gaussian approximation result for the maximum of a sum of high dimensional random […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP76/13

Latest version

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 December 2013 | Journal Article

Previous version

Central limit theorems and multiplier bootstrap when p is much larger than n
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
18 December 2012 | CWP45/12
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 December 2013 | Journal Article

Previous version

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP76/13
Central limit theorems and multiplier bootstrap when p is much larger than n

We derive a central limit theorem for the maximum of a sum of high dimensional random […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
18 December 2012 | CWP45/12

Latest version

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP76/13
Gaussian approximation of suprema of empirical processes

We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
17 December 2012 | CWP44/12

Latest version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP41/16
Testing regression monotonicity in econometric models

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust […]

Denis Chetverikov
13 November 2012 | CWP35/12
Adaptive test of conditional moment inequalities

In this paper, the author constructs a new test of conditional moment inequalities based on studentised […]

Denis Chetverikov
13 November 2012 | CWP36/12