Selected Publications
In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector […]
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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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This paper develops a new direct approach to approximating suprema of general empirical processes by a […]
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This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]
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Modern construction of uniform confidence bands for nonpara-metric densities (and other functions) often relies on the […]
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This paper provides a method to construct simultaneous confidence bands for quantile and quantile eff ect […]
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional […]
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In this article the package High-dimensional Metrics (hdm) is introduced. It is a collection of statistical […]
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]
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This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]