High-Dimensional Econometrics and Regularized GMM

5 June 2018

Papers citing "High-Dimensional Econometrics and Regularized GMM"

7 / 7 papers shown

Title
High-dimensional Data Bootstrap Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 29 28 0 19 May 2022
Asymptotic normality in linear regression with approximately sparse structure Saulius Jokubaitis R. Leipus 8 1 0 08 Mar 2022
$Central Limit Theorem and Bootstrap Approximation in High Dimensions: Near $1/\sqrt{n}$ Rates via Implicit Smoothing$ Central Limit Theorem and Bootstrap Approximation in High Dimensions: Near $1/\sqrt{n}$ Rates via Implicit Smoothing Miles E. Lopes 17 20 0 13 Sep 2020
Localized Debiased Machine Learning: Efficient Inference on Quantile Treatment Effects and Beyond Nathan Kallus Xiaojie Mao Masatoshi Uehara 11 26 0 30 Dec 2019
Improved Central Limit Theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato Yuta Koike 30 74 0 22 Dec 2019
On cross-validated Lasso in high dimensions Denis Chetverikov Z. Liao Victor Chernozhukov 12 79 0 07 May 2016
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 55 221 0 21 Jan 2013