Kengo Kato

Selected Publications

Uniform post selection inference for LAD regression models

We develop uniformly valid confidence regions for a regression coefficient in a high-dimensional sparse LAD (least […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
3 June 2013 | CWP24/13

Latest version

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