International Fellows

Victor Chernozhukov

MIT

Selected Publications

Nonparametric identification in panels using quantiles

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]

Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Hajo Holzmann, Whitney K. Newey
30 December 2013 | CWP66/13

Latest version

Nonparametric identification in panels using quantiles
Victor Chernozhukov, Ivan Fernandez-Val, Stefan Hoderlein, Whitney K. Newey
31 December 2014 | CWP54/14
Honest confidence regions for a regression parameter in logistic regression with a large number of controls

This paper considers inference in logistic regression models with high dimensional data. We propose new methods […]

Alexandre Belloni, Victor Chernozhukov, Ying Wei
30 December 2013 | CWP67/13
Posterior inference in curved exponential families under increasing dimensions

This work studies the large sample properties of the posterior-based inference in the curved exponential family […]

Alexandre Belloni, Victor Chernozhukov
30 December 2013 | CWP68/13

Latest version

Posterior inference in curved exponential families under increasing dimensions
Alexandre Belloni, Victor Chernozhukov
2 June 2014 | Journal Article
Anti-concentration and honest, adaptive confidence bands

Modern construction of uniform confidence bands for non-parametric densities (and other functions) often relies on the […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP69/13

Latest version

Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP43/16
Robust inference in high-dimensional approximately sparse quantile regression models

This work proposes new inference methods for the estimation of a regression coefficient of interest in […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
30 December 2013 | CWP70/13

Latest version

Valid post-selection inference in high-dimensional approximately sparse quantile regression models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
31 December 2014 | CWP53/14
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
30 December 2013 | CWP71/13

Latest version

Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP40/16
On the asymptotic theory for least squares series: pointwise and uniform results

In this work we consider series estimators for the conditional mean in light of three new […]

Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP73/13

Latest version

Some new asymptotic theory for least squares series: Pointwise and uniform results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 June 2015 | Journal Article
Uniform post selection inference for LAD regression and other z-estimation problems

We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse least absolute deviation/median […]

Alexandre Belloni, Victor Chernozhukov, Kengo Kato
30 December 2013 | CWP74/13

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

Previous version

Uniform post selection inference for LAD regression models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
3 June 2013 | CWP24/13
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
30 December 2013 | CWP75/13

Latest version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
26 August 2016 | CWP41/16

Previous version

Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
17 December 2012 | CWP44/12
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 […]

Victor Chernozhukov, Denis Chetverikov, Kengo Kato
30 December 2013 | CWP76/13

Latest version

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
1 December 2013 | Journal Article

Previous version

Central limit theorems and multiplier bootstrap when p is much larger than n
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
18 December 2012 | CWP45/12