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 | 131 | 2022 |
Nested conformal prediction and quantile out-of-bag ensemble methods C Gupta, AK Kuchibhotla, A Ramdas Pattern Recognition 127, 108496, 2022 | 95 | 2022 |
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 | 56 | 2019 |
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 | 39* | 2021 |
Post-selection inference AK Kuchibhotla, JE Kolassa, TA Kuffner Annual Review of Statistics and Its Application 9, 505-527, 2022 | 34 | 2022 |
Semiparametric Efficiency in Convexity Constrained Single-Index Model AK Kuchibhotla, RK Patra, B Sen Journal of the American Statistical Association, 1-15, 2021 | 34* | 2021 |
Efficient estimation in single index models through smoothing splines AK Kuchibhotla, RK Patra Bernoulli 26 (2), 1587-1618, 2020 | 32 | 2020 |
Exchangeability, Conformal Prediction, and Rank Tests AK Kuchibhotla arXiv preprint arXiv:2005.06095, 2020 | 31 | 2020 |
Finite-sample Efficient Conformal Prediction Y Yang, AK Kuchibhotla arXiv preprint arXiv:2104.13871, 2021 | 27 | 2021 |
High-dimensional CLT: Improvements, non-uniform extensions and large deviations AK Kuchibhotla, S Mukherjee, D Banerjee Bernoulli 27 (1), 192-217, 2021 | 23 | 2021 |
Assumption lean regression R Berk, A Buja, L Brown, E George, AK Kuchibhotla, W Su, L Zhao The American Statistician, 2019 | 21 | 2019 |
High-dimensional CLT for Sums of Non-degenerate Random Vectors: -rate AK Kuchibhotla, A Rinaldo arXiv preprint arXiv:2009.13673, 2020 | 20 | 2020 |
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 | 18 | 2024 |
On least squares estimation under heteroscedastic and heavy-tailed errors AK Kuchibhotla, RK Patra The Annals of Statistics 50 (1), 277-302, 2022 | 16 | 2022 |
The HulC: confidence regions from convex hulls AK Kuchibhotla, S Balakrishnan, L Wasserman Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2023 | 14 | 2023 |
Mitigating multiple descents: A model-agnostic framework for risk monotonization P Patil, AK Kuchibhotla, Y Wei, A Rinaldo arXiv preprint arXiv:2205.12937, 2022 | 14 | 2022 |
Nested Conformal Prediction Sets for Classification with Applications to Probation Data AK Kuchibhotla, RA Berk arXiv preprint arXiv:2104.09358, 2021 | 13 | 2021 |
A general set up for minimum disparity estimation AK Kuchibhotla, A Basu Statistics & Probability Letters 96, 68-74, 2015 | 12 | 2015 |
Fair Risk Algorithms RA Berk, AK Kuchibhotla, E Tchetgen Tchetgen Annual Review of Statistics and Its Application 10, 165-187, 2023 | 11 | 2023 |