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Uniform Inference in High-Dimensional Generalized Additive Models

Apr 03, 2020
Philipp Bach, Sven Klaassen, Jannis Kueck, Martin Spindler


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Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data

Jan 03, 2020
Xi Chen, Ye Luo, Martin Spindler

* 18 pages, 1 figure, 6 tables 

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Closing the U.S. gender wage gap requires understanding its heterogeneity

Dec 11, 2018
Philipp Bach, Victor Chernozhukov, Martin Spindler

* Main text: 8 pages, 3 figures; Supplementary Material available online 

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Valid Simultaneous Inference in High-Dimensional Settings (with the hdm package for R)

Sep 13, 2018
Philipp Bach, Victor Chernozhukov, Martin Spindler

* 25 pages, 2 figures, 4 tables 

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A Self-Attention Network for Hierarchical Data Structures with an Application to Claims Management

Aug 30, 2018
Leander Löw, Martin Spindler, Eike Brechmann

* 7 pages, 6 figures, 2 tables 

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Uniform Inference in High-Dimensional Gaussian Graphical Models

Aug 30, 2018
Sven Klaassen, Jannis Kück, Martin Spindler

* 44 pages, 2 figures, 6 tables 

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Estimation and Inference of Treatment Effects with $L_2$-Boosting in High-Dimensional Settings

Dec 31, 2017
Ye Luo, Martin Spindler

* 17 pages, 1 figure 

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Transformation Models in High-Dimensions

Dec 20, 2017
Sven Klaassen, Jannis Kueck, Martin Spindler

* 63 pages, 4 figures 

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High-Dimensional $L_2$Boosting: Rate of Convergence

Nov 05, 2016
Ye Luo, Martin Spindler

* 19 pages, 4 tables; AMS 2000 subject classifications: Primary 62J05, 62J07, 41A25; secondary 49M15, 68Q32 

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High-Dimensional Metrics in R

Aug 01, 2016
Victor Chernozhukov, Chris Hansen, Martin Spindler

* 34 pages; vignette for the R package hdm, available at http://cran.r-project.org/web/packages/hdm/ and http://r-forge.r-project.org/R/?group_id=2084 (development version) 

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hdm: High-Dimensional Metrics

Aug 01, 2016
Victor Chernozhukov, Chris Hansen, Martin Spindler

* arXiv admin note: substantial text overlap with arXiv:1603.01700 

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