International Fellows

Victor Chernozhukov

MIT

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Selected Publications

Working Paper
Locally robust semiparametric estimation

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]

Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey
2 August 2016 | CWP31/16

Latest version

Locally robust semiparametric estimation
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey, James M. Robins
26 April 2018 | CWP30/18
Program evaluation and causal inference with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
19 March 2016 | CWP13/16

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15
The sorted effects method: discovering heterogeneous effects beyond their averages

The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as […]

Victor Chernozhukov, Ivan Fernandez-Val, Ye Luo
21 December 2015 | CWP74/15
Program evaluation with high-dimensional data

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]

Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
22 September 2015 | CWP55/15

Latest version

Program evaluation and causal inference with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
19 March 2016 | CWP13/16

Previous version

Program evaluation with high-dimensional data
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val, Christian Hansen
14 August 2014 | CWP33/14
A lava attack on the recovery of sums of dense and sparse signals

Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]

Victor Chernozhukov, Christian Hansen, Yuan Liao
22 September 2015 | CWP56/15

Previous version

A lava attack on the recovery of sums of dense and sparse signals
Victor Chernozhukov, Christian Hansen, Yuan Liao
13 February 2015 | CWP05/15
Monge-Kantorovich depth, quantiles, ranks and signs

We propose new concepts of statistical depth, multivariate quantiles, vector quantiles and ranks, ranks, and signs, […]

Victor Chernozhukov, Alfred Galichon, Marc Hallin, Marc Henry
22 September 2015 | CWP57/15

Previous version

Monge-Kantorovich depth, quantiles, ranks and signs
Victor Chernozhukov, Alfred Galichon, Marc Hallin, Marc Henry
28 January 2015 | CWP04/15
Vector quantile regression: an optimal transport approach

We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]

Guillaume Carlier, Victor Chernozhukov, Alfred Galichon
22 September 2015 | CWP58/15

Latest version

Vector quantile regression: an optimal transport approach
Guillaume Carlier, Victor Chernozhukov, Alfred Galichon
1 June 2016 | Journal Article

Previous version

Vector quantile regression
Guillaume Carlier, Victor Chernozhukov, Alfred Galichon
31 December 2014 | CWP48/14
Constrained conditional moment restriction models

This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by […]

Victor Chernozhukov, Whitney K. Newey, Andres Santos
22 September 2015 | CWP59/15
A lava attack on the recovery of sums of dense and sparse signals

Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]

Victor Chernozhukov, Christian Hansen, Yuan Liao
13 February 2015 | CWP05/15

Latest version

A lava attack on the recovery of sums of dense and sparse signals
Victor Chernozhukov, Christian Hansen, Yuan Liao
22 September 2015 | CWP56/15
Monge-Kantorovich depth, quantiles, ranks and signs

We propose new concepts of statistical depth, multivariate quantiles, ranks and signs, based on canonical transportation […]

Victor Chernozhukov, Alfred Galichon, Marc Hallin, Marc Henry
28 January 2015 | CWP04/15

Latest version

Monge-Kantorovich depth, quantiles, ranks and signs
Victor Chernozhukov, Alfred Galichon, Marc Hallin, Marc Henry
22 September 2015 | CWP57/15
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