Kengo Kato

Selected Publications

Inference on causal and structural parameters using 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
18 October 2018 | CWP60/18

Previous version

Testing many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP42/16
High-dimensional econometrics and regularized GMM

This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Christian Hansen, Kengo Kato
12 June 2018 | CWP35/18
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
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
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
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
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
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

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]

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

Previous version

Uniform post selection inference for LAD regression and other Z-estimation problems
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP51/14