Kengo Kato

发表

Limit Distribution Theory for the Smooth 1-Wasserstein Distance with Applications

Ziv Goldfeld, Ritwik Sadhu, Kengo Kato, 2021 .

Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs

Harold D. Chiang, Yuya Sasaki, Takuya Ura, 2021 .

Bootstrap Inference for Quantile-based Modal Regression

David Ruppert, Kengo Kato, Tao Zhang, 2021, Journal of the American Statistical Association.

Robust inference in deconvolution

Yuya Sasaki, Takuya Ura, Kengo Kato, 2021 .

Smooth p-Wasserstein Distance: Structure, Empirical Approximation, and Statistical Applications

Ziv Goldfeld, Sloan Nietert, Kengo Kato, 2021, ICML.

Inference for High-Dimensional Exchangeable Arrays

Harold D. Chiang, Yuya Sasaki, Kengo Kato, 2020, Journal of the American Statistical Association.

Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data

Daisuke Kurisu, Xiaofeng Shao, Kengo Kato, 2021, Journal of the American Statistical Association.

Solving ℓ1 Regularization Problems With Piecewise Linear Losses

Kengo Kato, Kengo Kato, 2010 .

High-dimensional econometrics and regularized GMM

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2018, 1806.01888.

Asymptotics and bootstrap inference for panel quantile regression models with fixed effects

Antonio F. Galvao, Kengo Kato, Kengo Kato, 2010 .

Quasi-Bayesian analysis of nonparametric instrumental variables models

Kengo Kato, Kengo Kato, 2012, 1204.2108.

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

Victor Chernozhukov, Alexandre Belloni, Kengo Kato, 2013, 1304.0282.

Anti-concentration and honest, adaptive confidence bands

Victor Chernozhukov, Denis Chetverikov, Kengo Kato, 2013 .

Stratified incomplete local simplex tests for curvature of nonparametric multiple regression

Yanglei Song, Xiaohui Chen, Kengo Kato, 2020 .

Group Lasso for high dimensional sparse quantile regression models

Kengo Kato, Kengo Kato, 2011, 1103.1458.

Testing Many Moment Inequalities

Victor Chernozhukov, Denis Chetverikov, Kengo Kato, 2013 .

Smoothed Quantile Regression for Panel Data

Kengo Kato, Kengo Kato, A. Galvao, 2015 .

Asymptotic normality of Powell’s kernel estimator

Kengo Kato, Kengo Kato, 2012 .

Central limit theorems and multiplier bootstrap when p is much larger than n

Victor Chernozhukov, Denis Chetverikov, Kengo Kato, 2012 .

Weighted Nadaraya-Watson estimation of conditional expected shortfall

Kengo Kato, Kengo Kato, 2012 .

Estimation in functional linear quantile regression

Kengo Kato, Kengo Kato, 2012, 1202.4850.