Victor Chernozhukov

48 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3250-6714

Massachusetts Institute of Technology

Publications

Reply to: Comments on“Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India” — Econometrica 2025
Distribution Regression with Sample Selection and UK Wage Decomposition — Journal of Political Economy 2025
Fisher–Schultz Lecture: Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, With an Application to Immunization in India — Econometrica 2025
A simple and general debiased machine learning theorem with finite-sample guarantees — Biometrika 2023
Constrained Conditional Moment Restriction Models — Econometrica 2023
Uniform inference in high-dimensional Gaussian graphical models — Biometrika 2023
Inference for low-rank models — The Annals of Statistics 2023
DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
Automatic Debiased Machine Learning of Causal and Structural Effects — Econometrica 2022
Locally Robust Semiparametric Estimation — Econometrica 2022
LASSO-driven inference in time and space — The Annals of Statistics 2021
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls — Journal of the American Statistical Association 2021
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations — Journal of Political Economy 2021
Shape-Enforcing Operators for Generic Point and Interval Estimators of Functions — Journal of Machine Learning Research 2021 (name-matched, not ORCID-linked)
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes — Journal of the American Statistical Association 2020
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models — Journal of the American Statistical Association 2019
Inference on Causal and Structural Parameters using Many Moment Inequalities — The Review of Economic Studies 2019
The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages — Econometrica 2018
Program Evaluation and Causal Inference With High-Dimensional Data — Econometrica 2017
A lava attack on the recovery of sums of dense and sparse signals — The Annals of Statistics 2017
Monge–Kantorovich depth, quantiles, ranks and signs — The Annals of Statistics 2017
Double/Debiased/Neyman Machine Learning of Treatment Effects — American Economic Review 2017
Vector quantile regression: An optimal transport approach — The Annals of Statistics 2016
Comment — Journal of the American Statistical Association 2015
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments — American Economic Review 2015
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems — Biometrika 2015
Gaussian approximation of suprema of empirical processes — The Annals of Statistics 2014
Inference on Treatment Effects after Selection among High-Dimensional Controls — The Review of Economic Studies 2014
Pivotal estimation via square-root Lasso in nonparametric regression — The Annals of Statistics 2014
Local Identification of Nonparametric and Semiparametric Models — Econometrica 2014
Anti-concentration and honest, adaptive confidence bands — The Annals of Statistics 2014
Average and Quantile Effects in Nonseparable Panel Models — Econometrica 2013 (name-matched, not ORCID-linked)
Intersection Bounds: Estimation and Inference — Econometrica 2013
Inference on Counterfactual Distributions — Econometrica 2013 (name-matched, not ORCID-linked)
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors — The Annals of Statistics 2013
Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks — The Review of Economic Studies 2011 (name-matched, not ORCID-linked)
ℓ1-penalized quantile regression in high-dimensional sparse models — The Annals of Statistics 2011
Square-root lasso: pivotal recovery of sparse signals via conic programming — Biometrika 2011
Quantile and Probability Curves Without Crossing — Econometrica 2010 (name-matched, not ORCID-linked)
On the computational complexity of MCMC-based estimators in large samples — The Annals of Statistics 2009
Improving point and interval estimators of monotone functions by rearrangement — Biometrika 2009
Estimation and Confidence Regions for Parameter Sets in Econometric Models — Econometrica 2007
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure — Econometrica 2006
An IV Model of Quantile Treatment Effects — Econometrica 2005
Extremal quantile regression — The Annals of Statistics 2005
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models — Econometrica 2004
Three-Step Censored Quantile Regression and Extramarital Affairs — Journal of the American Statistical Association 2002
Adversarial Estimation of Riesz Representers — Journal of the American Statistical Association