Selected Publications
Modern construction of uniform confidence bands for non-parametric densities (and other functions) often relies on the […]
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This work proposes new inference methods for the estimation of a regression coefficient of interest in […]
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Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain […]
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In this work we consider series estimators for the conditional mean in light of three new […]
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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse least absolute deviation/median […]
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We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]
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We derive a Gaussian approximation result for the maximum of a sum of high dimensional random […]
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We propose a self-tuning √ Lasso method that simultaneiously resolves three important practical problems in high-dimensional […]
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We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. […]
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The goal of many empirical papers in economics is to provide an estimate of the causal […]