Books by Victor Chernozhukov
Handbook of Quantile Regressio
Handbook of Quantile Regression
Quantile regression with censo
Quantile regression with censoring and endogeneity
L1-Penalized Quantile Regression in High Dimensional Sparse Models
Improving point and interval estimates of monotone functions by rearrangement
Inference on counterfactual distributions
Admissible invariant similar tests for instrumental variables regression
Improving estimates of monotone functions by rearrangement
Quantile and probability curves without crossing
Rearranging Edgeworth-Cornish-Fisher expansions
Estimation and confidence regions for parameter sets in econometric models
Extremal quantities and value-at-risk
Finite sample inference for quantile regression models
Inference on parameter sets in econometric models
Instrumental variable quantile regression
Likelihood estimation & inference in a class of nonregular economic models
An MCMC approach to classical estimation
Inference for distributional effects using instrumental quantile regression
Inference on quantile regression process
Likelihood inference for some non-regular econometric models
An IV model of quantile treatment effects
Conditional extremes and near-extremes
Simple 3-step censored quantile regression and extramartial affairs
Conditional value-at-risk