Follow
Kengo Kato
Kengo Kato
Department of Statistics and Data Science, Cornell University
Verified email at cornell.edu - Homepage
Title
Cited by
Cited by
Year
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
5512013
Gaussian approximation of suprema of empirical processes
V Chernozhukov, D Chetverikov, K Kato
The Annals of Statistics 42 (4), 1564-1597, 2014
3632014
Central limit theorems and bootstrap in high dimensions
V Chernozhukov, D Chetverikov, K Kato
The Annals of Probability 45 (4), 2309-2352, 2017
3542017
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
2592015
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
2532015
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
2382012
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
197*2015
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
1862019
Anti-concentration and honest, adaptive confidence bands
V Chernozhukov, D Chetverikov, K Kato
The Annals of Statistics 42 (5), 1787-1818, 2014
1832014
Smoothed quantile regression for panel data
AF Galvao, K Kato
Journal of Econometrics 193 (1), 92-112, 2016
153*2016
Estimation in functional linear quantile regression
K Kato
The Annals of Statistics 40 (6), 3108-3136, 2012
1392012
Asymptotics for argmin processes: Convexity arguments
K Kato
Journal of Multivariate Analysis 100 (8), 1816-1829, 2009
892009
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
88*2019
Improved central limit theorem and bootstrap approximations in high dimensions
V Chernozhuokov, D Chetverikov, K Kato, Y Koike
The Annals of Statistics 50 (5), 2562-2586, 2022
822022
High-dimensional econometrics and regularized GMM
A Belloni, V Chernozhukov, D Chetverikov, C Hansen, K Kato
arXiv preprint arXiv:1806.01888, 2018
782018
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
742016
On the degrees of freedom in shrinkage estimation
K Kato
Journal of Multivariate Analysis 100 (7), 1338-1352, 2009
682009
Group Lasso for high dimensional sparse quantile regression models
K Kato
arXiv preprint arXiv:1103.1458, 2011
592011
Quantile regression approach to conditional mode estimation
H Ota, K Kato, S Hara
Electronic Journal of Statistics 13 (2), 3120-3160, 2019
552019
Quasi-Bayesian analysis of nonparametric instrumental variables models
K Kato
The Annals of Statistics 41 (5), 2359-2390, 2013
512013
The system can't perform the operation now. Try again later.
Articles 1–20