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11/05/2020
Conditional quantile estimators: A small sample theory
This paper studies the small sample properties and bias of just-identifi...
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09/17/2019
Distributional conformal prediction
We propose a robust method for constructing conditionally valid predicti...
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03/20/2019
Omitted variable bias of Lasso-based inference methods under limited variability: A finite sample analysis
We study the finite sample behavior of Lasso and Lasso-based inference m...
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03/20/2019
Behavior of Lasso and Lasso-based inference under limited variability
We study the nonasymptotic behavior of Lasso and Lasso-based inference w...
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02/17/2018
Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data
We extend conformal inference to general settings that allow for time se...
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12/25/2017