Kengo Kato

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
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
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
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
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
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