l1-penalized quantile regression in high-dimensional sparse models Page 1 The Annals of
Statistics 2011, Vol. 39, No. 1, 82–130 DOI: 10.1214/10-AOS827 © Institute of Mathematical …

Binscatter is a popular method for visualizing bivariate relationships and conducting informal
specification testing. We study the properties of this method formally and develop enhanced …

Gaussian approximation of suprema of empirical processes Page 1 The Annals of Statistics
2014, Vol. 42, No. 4, 1564–1597 DOI: 10.1214/14-AOS1230 © Institute of Mathematical …

We develop a practical and novel method for inference on intersection bounds, namely
bounds defined by either the infimum or supremum of a parametric or nonparametric …

Quantile regression under memory constraint Page 1 The Annals of Statistics 2019, Vol. 47,
No. 6, 3244–3273 https://doi.org/10.1214/18-AOS1777 © Institute of Mathematical Statistics …

This paper provides estimation and inference methods for the best linear predictor
(approximation) of a structural function, such as conditional average structural and treatment …

Quantile regression is a powerful tool for learning the relationship between a response
variable and a multivariate predictor while exploring heterogeneous effects. This paper …

In econometric applications it is common that the exact form of a conditional expectation is
unknown and having flexible functional forms can lead to improvements over a pre-specified …

We develop a new quantile‐based panel data framework to study the nature of income
persistence and the transmission of income shocks to consumption. Log‐earnings are the …

Distributed inference for quantile regression processes Page 1 The Annals of Statistics 2019,
Vol. 47, No. 3, 1634–1662 https://doi.org/10.1214/18-AOS1730 © Institute of Mathematical …