Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding

DOI10.1214/17-EJS1383zbMath1387.62049arXiv1106.3503MaRDI QIDQ1697478

Eric Gautier, Erwan Le Pennec

Publication date: 20 February 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.3503

zbMATH Keywords

inverse problemsrandom coefficientsadaptationdiscrete choice modelsneedletsminimax rate optimalitydata-driven thresholding

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) General harmonic expansions, frames (42C15)

Related Items (6)

Adaptive global thresholding on the sphere ⋮ Varying random coefficient models ⋮ Nonparametric needlet estimation for partial derivatives of a probability density function on the d -torus ⋮ Rate-optimal nonparametric estimation for random coefficient regression models ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation ⋮ Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys

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