Victor ChernozhukovProfessor

Victor Chernozhukov works in econometrics and mathematical statistics, with much of recent work focusing on the quantification of uncertainty in very high dimensional models. He is a fellow of The Econometric Society and a recipient of The Alfred P. Sloan Research Fellowship and The Arnold Zellner Award. He was elected to the American Academy of Arts and Sciences in April 2016.
Research
Central Limit Theorems with p>>n
Big Data: Post-Selection Inference for Causal Effects
Big Data: Prediction Methods
High-Dimensional Models
Policy Analysis
Shape Restrictions
Partial Identification and Set Inference
Laplacian and Bayesian Inference
Quantiles
Endogeneity
Extremes and Nonregular Models