CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS

DOI10.1017/S0266466611000144MaRDI QIDQ5389954zbMATH OpenFDO

Authors Neşe Yildiz

Publication date 24 April 2012

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466611000144

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Recommendations

• PLUG-IN ESTIMATION OF GENERAL LEVEL SETS
• Asymptotic normality of plug-in level set estimates
• Total error in a plug-in estimator of level sets.
• Optimal rates for plug-in estimators of density level sets
• On Parameter Estimation Using Level Sets
• Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
• Estimation of a Piecewise Constant Function Using Reparameterized Level-Set Functions
• Confidence regions for level sets
• An interval method for bounding level sets of parameter estimation problems

Cites work

• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
• Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
• Confidence Intervals for Partially Identified Parameters
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• scientific article; zbMATH DE number 428992 (Why is no real title available?)
• Inference for the identified set in partially identified econometric models
• Inference on Regressions with Interval Data on a Regressor or Outcome
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Cited in

(10)

• How reliable are contour curves? Confidence sets for level contours
• Consistent estimation with many moment inequalities
• Inference for VARs identified with sign restrictions
• scientific article; zbMATH DE number 2102898 (Why is no real title available?)
• Constraint qualifications in partial identification
• Simple two-stage inference for a class of partially identified models
• Underidentification?
• A dual approach to inference for partially identified econometric models
• Finite underidentification
• Reprint of: Finite underidentification

This page was built for publication: CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5389954)