David Preinerstorfer
Univ.Prof. David Preinerstorfer, Ph.D.
Office hours: by appointment [office: D4.4.026]
Assistant: Katrin Artner
| Research Interests & CV (Pure) Academic CV (pdf) | Publications (Pure) | Teaching |
Research Interests
Details will follow soon.
Short Vita
Academic Appointments
since 2024: Professor of Statistics and Econometrics, WU Vienna, Institute for Statistics and Mathematics
2021–2024: Associate Professor, University of St.Gallen, School of Economics and Political Science; Director at the Swiss Institute for Empirical Economic Research
2017–2021: Assistant Professor with tenure, Université libre de Bruxelles; European Center for Advanced Research in Economics and Statistics
2016–2017: Post Doc, Aarhus University, Center for Research in Econometric Analysis of Time Series (CREATES)
2015–2016 Post Doc, University of Vienna, Department of Statistics and Operations Research
2011–2015 Prae Doc, University of Vienna, Department of Statistics and Operations Research
Education
2011–2015 PhD in Statistics and Operations Research.
2009–2011 Master in Statistics.
2006–2009 Bachelor in Statistics.
2005–2010 Mag.rer.nat. in Psychology.
All degrees were obtained at the University of Vienna.
Publications
Working papers
High-Dimensional Gaussian Approximations for Robust Means, with Anders Bredahl Kock.
Winsorized Mean Estimation with Heavy Tails and Adversarial Contamination, with Anders Bredahl Kock.
A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics, with Benedikt M. Pötscher.
Enhanced Power Enhancements for Testing many Moment Equalities: Beyond the 2- and ∞-Norm, with Anders Bredahl Kock.
Regularizing Fairness in Optimal Policy Learning with Distributional Targets, with Anders Bredahl Kock.
Published or forthcoming papers
Valid Heteroskedasticity Robust Testing, with Benedikt M. Pötscher, Econometric Theory, (2025), 41, 249--301.
Functional Sequential Treatment Allocation with Covariates, with Anders Bredahl Kock and Bezirgen Veliyev, Econometric Theory, (2024), 40, 1211--1252.
A Remark on Moment-Dependent Phase Transitions in High-Dimensional Gaussian Approximations, with Anders Bredahl Kock, Statistics & Probability Letters, (2024), 211, 110149.
Superconsistency of Tests in High Dimensions, with Anders Bredahl Kock, Econometric Theory, (2024), 40, 688--704.
A comment on: "A Modern Gauss-Markov Theorem", with Benedikt M. Pötscher, Econometrica, (2024), 92, 913--924. (longer version)
How to Avoid the Zero-Power Trap in Testing for Correlation, Econometric Theory, (2023), 39, 1292--1324.
How Reliable are Bootstrap-Based Heteroskedasticity Robust Tests? with Benedikt M. Pötscher, Econometric Theory, (2023), 39, 789--847.
Consistency of p-norm Based Tests in High Dimensions: Characterization, Monotonicity, Domination, with Anders Bredahl Kock, Bernoulli, (2023), 29, 2544--2573.
Treatment Recommendation with Distributional Targets, with Anders Bredahl Kock and Bezirgen Veliyev, Journal of Econometrics, (2023), 234, 624--646.
Functional Sequential Treatment Allocation, with Anders Bredahl Kock and Bezirgen Veliyev, Journal of the American Statistical Association, (2022), 117, 1311--1323.
Uniformly Valid Confidence Intervals Post-Model-Selection, with François Bachoc and Lukas Steinberger, Annals of Statistics, (2020), 48, 440--463.
Power in High-Dimensional Testing Problems, with Anders Bredahl Kock, Econometrica, (2019), 87, 1055--1069.
Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing, with Benedikt M. Pötscher, Electronic Journal of Statistics, (2019), 13, 3893--3942.
Controlling the Size of Autocorrelation Robust Tests, with Benedikt M. Pötscher, Journal of Econometrics, (2018), 207, 406--431.
Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators, Electronic Journal of Statistics, (2017), 11, 2097--2167.
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix, with Benedikt M. Pötscher, Econometric Theory, (2017), 33, 1--68.
On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with Benedikt M. Pötscher, Econometric Theory, (2016), 32, 261--358.
Non-monotonic Penalizing for the Number of Structural Breaks, with Erhard Reschenhofer and Lukas Steinberger, Computational Statistics, (2013), 28, 2585--2598.
Parameter Recovery and Model Selection in Mixed Rasch Models, with Anton K. Formann, British Journal of Mathematical and Statistical Psychology, (2012), 65, 251--262.