Denis Chetverikov
Selected Publications
Gaussian approximation of suprema of empirical processes
We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]
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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 […]
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Gaussian approximation of suprema of empirical processes
We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]
Latest version
Testing regression monotonicity in econometric models
Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust […]
Adaptive test of conditional moment inequalities
In this paper, the author constructs a new test of conditional moment inequalities based on studentised […]