Showing 1 - 20 results of 52 for search 'Chernozhukov, Victor V', query time: 0.11s Refine Results
  1. 1
    ℓ[subscript 1]-penalized quantile regression in high-dimensional sparse models
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  2. 2
    On the computational complexity of MCMC-based estimators in large samples
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  3. 3
    Least Squares After Model Selection in High-dimensional Sparse Models
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  4. 4
    ℓ1-penalized quantile regression in high-dimensional sparse models
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  5. 5
    Posterior inference in curved exponential families under increasing dimensions
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  6. 6
    Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
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  7. 7
    High Dimensional Sparse Econometric Models: An Introduction
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  8. 8
    Quantile Models with Endogeneity
    by Chernozhukov, Victor V., Hansen, C.
    Published 2013
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  9. 9
    Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
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  10. 10
    Comparison and anti-concentration bounds for maxima of Gaussian random vectors
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  11. 11
    Fragility of asymptotic agreement under Bayesian learning
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  12. 12
    Finite sample inference for quantile regression models
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  13. 13
    High-Dimensional Methods and Inference on Structural and Treatment Effects
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  14. 14
    Vector quantile regression beyond the specified case
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  15. 15
    Pivotal estimation via square-root Lasso in nonparametric regression
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  16. 16
    ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
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  17. 17
    Anti-concentration and honest, adaptive confidence bands
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  18. 18
    Inference on sets in finance
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  19. 19
    Square-root lasso: pivotal recovery of sparse signals via conic programming
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  20. 20
    Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
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