Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (Q4586273)

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scientific article; zbMATH DE number 6935785
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Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
scientific article; zbMATH DE number 6935785

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    Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression (English)
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    12 September 2018
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    series two-stage least squares
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    optimal sup-norm convergence rates
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    uniform Gaussian process strong approximation
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    score bootstrap uniform confidence bands
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    nonlinear welfare functionals
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    nonparametric demand with endogeneity
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