ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459)

scientific article; zbMATH DE number 7493784

Language	Label	Description	Also known as
English	ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS	scientific article; zbMATH DE number 7493784

Statements

instance of

scholarly article

0 references

title

ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (English)

0 references

zbMATH Open document ID

1493.62621

0 references

DOI

10.1017/S0266466621000025

0 references

0 references

0 references

0 references

21 March 2022

0 references

full work available at URL

https://arxiv.org/abs/1709.00981

0 references

Mathematics Subject Classification ID

0 references

0 references

MaRDI publication profile

0 references

arXiv ID

1709.00981

0 references

cites work

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

0 references

Semiparametric Estimation of the Intercept of a Sample Selection Model

0 references

Efficient GMM with nearly-weak instruments

0 references

Efficient minimum distance estimation with multiple rates of convergence

0 references

Some new asymptotic theory for least squares series: pointwise and uniform results

0 references

Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs

0 references

Optimal convergence rates, Bahadur representation, and asymptotic normality of partitioning estimators

0 references

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

0 references

Sieve \(M\) inference on irregular parameters

0 references

Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models

0 references

Gaussian approximation of suprema of empirical processes

0 references

Dealing with limited overlap in estimation of average treatment effects

0 references

The asymptotic distribution of trimmed sums

0 references

A note on ``Convergence rates and asymptotic normality for series estimators'': uniform convergence rates

0 references

Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

0 references

Identification and estimation of semiparametric two-step models

0 references

Bimodal t-ratios: the impact of thick tails on inference

0 references

On the asymptotic normality of Fourier flexible form estimates

0 references

Identification and Estimation of Average Partial Effects in "Irregular" Correlated Random Coefficient Panel Data Models

0 references

The central limit problem for trimmed sums

0 references

Asymptotic normality and subsequential limits of trimmed sums

0 references

Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores

0 references

Inference on finite-population treatment effects under limited overlap

0 references

A Generalization of Sampling Without Replacement From a Finite Universe

0 references

Local asymptotics for polynomial spline regression

0 references

Irregular Identification, Support Conditions, and Inverse Weight Estimation

0 references

Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors

0 references

Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables

0 references

Limit distributions of self-normalized sums

0 references

Robust Inference Using Inverse Probability Weighting

0 references

Convergence rates and asymptotic normality for series estimators

0 references

Estimating the mean of a heavy tailed distribution

0 references

Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.

0 references

Inference for Heavy-Tailed Data Analysis

0 references

Subsampling inference for the mean in the heavy-tailed case.

0 references

The central role of the propensity score in observational studies for causal effects

0 references

Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap

0 references

Estimating a regression function

0 references

M-estimation using penalties or sieves

0 references

Asymptotic inference of causal effects with observational studies trimmed by the estimated propensity scores

0 references

OpenAlex ID

W3132679991

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5065459