Selected Publications
The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as […]
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
Latest version
Previous version
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]
Previous version
We propose new concepts of statistical depth, multivariate quantiles, vector quantiles and ranks, ranks, and signs, […]
Previous version
We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]
Latest version
Previous version
This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by […]
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]
Latest version
We propose new concepts of statistical depth, multivariate quantiles, ranks and signs, based on canonical transportation […]
Latest version
In this note, we offer an approach to estimating structural parameters in the presence of many […]
Latest version
We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]