Follow us
Publications Commentary Research People Events News Resources and Videos About IFS
Home People Denis Chetverikov
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.

Reports and comment