Victor Chernozhukov
24 works on record
Works

L1-Penalized Quantile Regression in High Dimensional Sparse Models

Improving estimates of monotone functions by rearrangement

An MCMC approach to classical estimation

Simple 3-step censored quantile regression and extramartial affairs

Improving point and interval estimates of monotone functions by rearrangement

Conditional extremes and near-extremes

Quantile and probability curves without crossing

Inference on quantile regression process

Inference on parameter sets in econometric models

Rearranging Edgeworth-Cornish-Fisher expansions

Likelihood inference for some non-regular econometric models

Estimation and confidence regions for parameter sets in econometric models

An IV model of quantile treatment effects

Finite sample inference for quantile regression models

Inference on counterfactual distributions

Conditional value-at-risk

Admissible invariant similar tests for instrumental variables regression

Likelihood estimation & inference in a class of nonregular economic models

Extremal quantities and value-at-risk

Inference for distributional effects using instrumental quantile regression

Instrumental variable quantile regression
Quantile regression with censoring and endogeneity
Handbook of Quantile Regression
Advances in Economics and Econometrics : Volume 2