Kengo Kato
Kengo Kato
Department of Statistics and Data Science, Cornell University
Verifierad e-postadress på cornell.edu - Startsida
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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
V Chernozhukov, D Chetverikov, K Kato
The Annals of Statistics 41 (6), 2786-2819, 2013
3782013
Gaussian approximation of suprema of empirical processes
V Chernozhukov, D Chetverikov, K Kato
The Annals of Statistics 42 (4), 1564-1597, 2014
2252014
Central limit theorems and bootstrap in high dimensions
V Chernozhukov, D Chetverikov, K Kato
The Annals of Probability 45 (4), 2309-2352, 2017
2182017
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
V Chernozhukov, D Chetverikov, K Kato
Probability Theory and Related Fields 162 (1-2), 47-70, 2015
1802015
Asymptotics for panel quantile regression models with individual effects
K Kato, AF Galvao Jr, GV Montes-Rojas
Journal of Econometrics 170 (1), 76-91, 2012
1582012
Some new asymptotic theory for least squares series: Pointwise and uniform results
A Belloni, V Chernozhukov, D Chetverikov, K Kato
Journal of Econometrics 186 (2), 345-366, 2015
1422015
Anti-concentration and honest, adaptive confidence bands
V Chernozhukov, D Chetverikov, K Kato
The Annals of Statistics 42 (5), 1787-1818, 2014
1332014
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
A Belloni, V Chernozhukov, K Kato
Biometrika 102 (1), 77-94, 2015
1322015
Estimation in functional linear quantile regression
K Kato
The Annals of Statistics 40 (6), 3108-3136, 2012
862012
Testing many moment inequalities
V Chernozhukov, D Chetverikov, K Kato
cemmap working paper, 2016
712016
Asymptotics for argmin processes: Convexity arguments
K Kato
Journal of Multivariate Analysis 100 (8), 1816-1829, 2009
682009
Inference on causal and structural parameters using many moment inequalities
V Chernozhukov, D Chetverikov, K Kato
The Review of Economic Studies 86 (5), 1867-1900, 2019
642019
On the degrees of freedom in shrinkage estimation
K Kato
Journal of Multivariate Analysis 100 (7), 1338-1352, 2009
592009
Smoothed quantile regression for panel data
AF Galvao, K Kato
Journal of Econometrics 193 (1), 92-112, 2016
582016
Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings
V Chernozhukov, D Chetverikov, K Kato
Stochastic Processes and their Applications 126 (12), 3632-3651, 2016
502016
Group Lasso for high dimensional sparse quantile regression models
K Kato
arXiv preprint arXiv:1103.1458, 2011
462011
High-dimensional econometrics and regularized GMM
A Belloni, V Chernozhukov, D Chetverikov, C Hansen, K Kato
arXiv preprint arXiv:1806.01888, 2018
442018
Quasi-Bayesian analysis of nonparametric instrumental variables models
K Kato
The Annals of Statistics 41 (5), 2359-2390, 2013
382013
Valid post-selection inference in high-dimensional approximately sparse quantile regression models
A Belloni, V Chernozhukov, K Kato
Journal of the American Statistical Association 114 (526), 749-758, 2019
362019
Smoothed quantile regression for panel data
K Kato, AF Galvao
mimeo, Hiroshima, 2010
322010
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Artiklar 1–20