Prof. Dr. Victor Chernozhukov

Profile

Academic positionFull Professor
Research fieldsStatistics and Economics,Mathematical and Applied Statistics
Keywordsquantile regression, lasso, high-dimensional statistics, machine learning, partial identification

Current contact address

CountryUnited States of America
CityCambridge
InstitutionMassachusetts Institute of Technology
InstituteDepartment of Economics

Host during sponsorship

Prof. Dr. Martin SpindlerInstitut für Statistik und Ökonometrie (IStÖ), Universität Hamburg, Hamburg
Start of initial sponsorship01/01/2018

Programme(s)

2017Friedrich Wilhelm Bessel Research Award Programme

Nominator's project description

Professor Chernozhukov is well known internationally for his contributions to high-dimensional econometrics and statistics, machine learning and the advancement of quantile regression methods. He develops tools in mathematical statistics and applies them in order to solve economic and econometric problems. In Germany, he continues his research on machine learning, big data and high-dimensional econometrics.