フォロー
Arun Kumar Kuchibhotla
タイトル
引用先
引用先
Moving beyond sub-Gaussianity in high-dimensional statistics: Applications in covariance estimation and linear regression
AK Kuchibhotla, A Chakrabortty
Information and Inference: A Journal of the IMA 11 (4), 1389-1456, 2022
1382022
Nested conformal prediction and quantile out-of-bag ensemble methods
C Gupta, AK Kuchibhotla, A Ramdas
Pattern Recognition 127, 108496, 2022
992022
Models as Approximations II: A Model-Free Theory of Parametric Regression
A Buja, L Brown, AK Kuchibhotla, R Berk, E George, L Zhao
Statistical Science 34 (4), 545-565, 2019
572019
Valid post-selection inference in model-free linear regression
AK Kuchibhotla, LD Brown, A Buja, J Cai, EI George, LH Zhao
The Annals of Statistics 48 (5), 2953-2981, 2020
44*2020
UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK
AK Kuchibhotla, LD Brown, A Buja, EI George, L Zhao
Econometric Theory, 1-47, 2021
40*2021
Post-selection inference
AK Kuchibhotla, JE Kolassa, TA Kuffner
Annual Review of Statistics and Its Application 9 (1), 505-527, 2022
372022
Semiparametric Efficiency in Convexity Constrained Single-Index Model
AK Kuchibhotla, RK Patra, B Sen
Journal of the American Statistical Association, 1-15, 2021
36*2021
Exchangeability, Conformal Prediction, and Rank Tests
AK Kuchibhotla
arXiv preprint arXiv:2005.06095, 2020
332020
Efficient estimation in single index models through smoothing splines
AK Kuchibhotla, RK Patra
Bernoulli 26 (2), 1587-1618, 2020
332020
Finite-sample Efficient Conformal Prediction
Y Yang, AK Kuchibhotla
arXiv preprint arXiv:2104.13871, 2021
302021
Doubly robust calibration of prediction sets under covariate shift
Y Yang, AK Kuchibhotla, E Tchetgen Tchetgen
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2024
232024
High-dimensional CLT: Improvements, non-uniform extensions and large deviations
AK Kuchibhotla, S Mukherjee, D Banerjee
Bernoulli 27 (1), 192-217, 2021
232021
Assumption lean regression
R Berk, A Buja, L Brown, E George, AK Kuchibhotla, W Su, L Zhao
The American Statistician, 2021
232021
High-dimensional CLT for Sums of Non-degenerate Random Vectors: -rate
AK Kuchibhotla, A Rinaldo
arXiv preprint arXiv:2009.13673, 2020
212020
On least squares estimation under heteroscedastic and heavy-tailed errors
AK Kuchibhotla, RK Patra
The Annals of Statistics 50 (1), 277-302, 2022
182022
The HulC: confidence regions from convex hulls
AK Kuchibhotla, S Balakrishnan, L Wasserman
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2023
152023
Mitigating multiple descents: A model-agnostic framework for risk monotonization
P Patil, AK Kuchibhotla, Y Wei, A Rinaldo
arXiv preprint arXiv:2205.12937, 2022
142022
Nested Conformal Prediction Sets for Classification with Applications to Probation Data
AK Kuchibhotla, RA Berk
arXiv preprint arXiv:2104.09358, 2021
142021
Fair risk algorithms
RA Berk, AK Kuchibhotla, E Tchetgen Tchetgen
Annual Review of Statistics and Its Application 10 (1), 165-187, 2023
112023
Bagging in overparameterized learning: Risk characterization and risk monotonization
P Patil, JH Du, AK Kuchibhotla
Journal of Machine Learning Research 24 (319), 1-113, 2023
112023
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