papers
Publications (20)
math.ST2018
Inference on causal and structural parameters using many moment inequalities
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
stat.ME2011
Group Lasso for high dimensional sparse quantile regression models
Kengo Kato
math.ST2013
Estimation in functional linear quantile regression
Kengo Kato
math.ST2017
Uniform confidence bands in deconvolution with unknown error distribution
Kengo Kato, Yuya Sasaki
math.ST2015
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
math.PR2014
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
math.ST2016
Central Limit Theorems and Bootstrap in High Dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
math.ST2017
Detailed proof of Nazarov's inequality
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
stat.ME2015
Some New Asymptotic Theory for Least Squares Series: Pointwise and Uniform Results
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +1
math.ST2017
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Kengo Kato, Daisuke Kurisu
math.ST2017
A simple method to construct confidence bands in functional linear regression
Masaaki Imaizumi, Kengo Kato
math.ST2018
High-Dimensional Econometrics and Regularized GMM
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +2
math.PR2014
Gaussian approximation of suprema of empirical processes
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
math.ST2017
PCA-based estimation for functional linear regression with functional responses
Masaaki Imaizumi, Kengo Kato
math.ST2013
Two-step estimation of high dimensional additive models
Kengo Kato
math.ST2016
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models
Alexandre Belloni, Victor Chernozhukov, Kengo Kato
math.ST2014
Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large
Antonio F. Galvao, Kengo Kato
math.ST2013
Quasi-Bayesian analysis of nonparametric instrumental variables models
Kengo Kato
math.ST2018
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
math.ST2014
Anti-concentration and honest, adaptive confidence bands
Victor Chernozhukov, Denis Chetverikov, Kengo Kato