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Denis Chetverikov

Denis Chetverikov

Academic outputs

Cemmap Working Paper CWP35/18
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to the sample size.
Cemmap Working Paper CWP24/18
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive.

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