Selected Publications
We propose new concepts of statistical depth, multivariate quantiles, vector quantiles and ranks, ranks, and signs, […]
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We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]
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This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by […]
We present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target […]
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We consider the problem of inference on a class of sets describing a collection of admissible […]
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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]
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In econometric applications it is common that the exact form of a conditional expectation is unknown […]
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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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In this paper we develop a new censored quantile instrumental variable (CQIV) estimator and describe its […]
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We consider estimation of and inference about coefficients on endogenous variables in a linear instrumental variables […]