Authors:
Alexandre Belloni
Victor Chernozhukov
Lie Wang
Citation: Alexandre Belloni et al., PIVOTAL ESTIMATION VIA SQUARE-ROOT LASSO IN NONPARAMETRIC REGRESSION, Annals of statistics , 42(2), 2014, pp. 757-788
Authors:
Victor Chernozhukov
Denis Chetverikov
Kengo Kato
Citation: Victor Chernozhukov et al., GAUSSIAN APPROXIMATIONS AND MULTIPLIER BOOTSTRAP FOR MAXIMA OF SUMS OF HIGH-DIMENSIONAL RANDOM VECTORS, Annals of statistics , 41(6), 2013, pp. 2786-2819
Authors:
Alexandre Belloni
Victor Chernozhukov
Denis Chetverikov
Ying Wei
Citation: Alexandre Belloni et al., Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework, Annals of statistics , 46(6B), 2018, pp. 3643-3675