Selected Publications
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]
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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 […]