Research

Working papers

[3] Integrated square of a density: semiparametric inference beyond the $o_p(n^{-1/4})$ rule
$~$ May 2026, New paper

[2] Existence of maximin priors and statistical minimax theorems
$~$ March 2026, New version with new results
$~$ Previous version: Reject and resubmit, Electronic Journal of Statistics

[1] The role of unobservables in statistics and econometrics
$~$ 2025, New version coming soon

Work in progress

[6] Optimal predictions, concentration, and the curse of dimensionality, 2025+

[5] Ensemble methods for panel-data forecasting, 2025+

[4] Numerical approximation of maximin priors and minimax rules, 2024+

[3] A counterexample to some diffusion limit in Kuang and Wager (2024), 2024+

[2] What is statistical in causal inference?, 2024+

[1] Truncated kNN estimators of integral functionals, 2024+