Author

David Preinerstorfer

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Preprint Jul 2026

Adversarially robust multiple testing in high dimensions

Robust multiple testing procedures for assessing equality restrictions on the coordinates of high-dimensional mean vectors are proposed. Our procedures are based on quantile-winsorization techniques, approximately control the familywise error rate (strongly) under adversarial contamination, and allow the number of hypo...

A. B. Kock, David Preinerstorfer · 0 citations

Preprint Jul 2026

Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination

Because 2SLS is built from sample averages, a small number of observations can have a disproportionate effect on estimates and inference. We introduce W-2SLS, a simple drop-in robustification that replaces these averages by quantile-winsorized means. We analyze W-2SLS under adversarial contamination, which permits both...

A. B. Kock, David Preinerstorfer · 0 citations