Publications
Factorisable Multitask Quantile Regression
Chao, S.-K., Härdle, W. and Yuan, M. (2021). Factorisable Multitask Quantile Regression. Econometric Theory, 37(4): 794-816.
Simultaneous Inference of Partially Linear Error-in-Covariate Models: an Application to the U.S. Gasoline Demand
Kim, K. H., Chao, S.-K. and Härdle, W. (2021). Simultaneous Inference of Partially Linear Error-in-Covariate Models: an Application to the U.S. Gasoline Demand. Journal of Statistical Planning and Inference, 213: 93-105.
Distributed Bootstrap for Simultaneous Inference Under High Dimensionality
Yang, Y., Chao, S.-K.* and Cheng, G. (2021). Distributed Bootstrap for Simultaneous Inference Under High Dimensionality. Journal of Machine Learning Research (Forthcoming).
Directional Pruning of Deep Neural Networks
Chao, S.-K., Wang, Z., Xing, Y. and Cheng, G. (2020). Directional Pruning of Deep Neural Networks. Advances in Neural Information Processing Systems 33.
Simultaneous Inference for Massive Data: Distributed Bootstrap
Yu, Y., Chao, S.-K. and Cheng, G. (2020). Simultaneous Inference for Massive Data: Distributed Bootstrap. ICML 2020 (acceptance rate: 21.8%).
A note on the impact of news on US household inflation expectations
Wang B. Z., Sheen, J., Trück, S., Chao, S.-K. and Härdle, W. (2020). A note on the impact of news on US household inflation expectations. Macroeconomic Dynamics.
A generalization of regularized dual averaging and its dynamics
Chao, S.-K. and Cheng, G. (2019). A generalization of regularized dual averaging and its dynamics. Arxiv: 1909.10072.
Distributed inference for quantile regression processes
Volgushev, S., Chao, S.-K. and Cheng, G. (2019). Distributed inference for quantile regression processes. Annals of Statistics, 47(3): 1634-1662.
Multivariate factorizable expectile regression with application to fMRI data
Chao, S.-K., Härdle, W. and Huang, C. (2018). Multivariate Factorizable Expectile Regression with Application to fMRI Data. Computational Statistics and Data Analysis, 121: 1-19.
Quantile processes for semi and nonparametric regression
Chao, S.-K., Volgushev, S. and Cheng, G. (2017). Quantile Process for Semi and Nonparametric Regression Models. Electronic Journal of Statistics, 11(2): 3272-3331.
Confidence Corridors for Multivariate Generalized Quantile Regression
Chao, S.-K., Proksch, K., Dette, H. and Härdle, W. (2017). Confidence corridors for nonparametric multivariate generalized quantile regression. Journal of Business and Economic Statistics, 35(1): 70-85.