Regression discontinuity designs, white noise models, and minimax
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Publication:2227061
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Cites work
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
- A Miniature Theory in Illustration of the Convolution Transform
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- All of Nonparametric Statistics
- Asymptotic approximation of nonparametric regression experiments with unknown variances
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
- Asymptotic equivalence for nonparametric generalized linear models
- Asymptotic equivalence for nonparametric regression
- Asymptotic equivalence for nonparametric regression with multivariate and random design
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic equivalence theory for nonparametric regression with random design
- Asymptotic methods in statistical decision theory
- Asymptotically minimax estimation of a function with jumps
- Asymptotics for statistical treatment rules
- Confidence sets for the date of a single break in linear time series regressions
- Deconvolution problems in nonparametric statistics
- Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
- Empirical likelihood for regression discontinuity design
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Exact tests in single equation autoregressive distributed lag models
- Identification-robust estimation and testing of the zero-beta CAPM
- Impossibility results for nondifferentiable functionals
- Inference on causal effects in a generalized regression kink design
- Mathematical foundations of infinite-dimensional statistical models
- Nearly optimal tests when a nuisance parameter is present under the null hypothesis
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
- On automatic boundary corrections
- On Minimax Estimation of a Discontinuous Signal
- On nonparametric inference in the regression discontinuity design
- On spatially adaptive estimation of nonparametric regression
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- Optimal Bandwidth Choice for the Regression Discontinuity Estimator
- Optimal change-point estimation from indirect observations
- Optimal data-driven regression discontinuity plots
- Optimal Inference in a Class of Regression Models
- Optimal Inference in Regression Models with Nearly Integrated Regressors
- Pre and post break parameter inference
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- RANK TESTS FOR SERIAL DEPENDENCE
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Robust nonparametric confidence intervals for regression-discontinuity designs
- Sharp adaptive estimation by a blockwise method
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Statistical Experiments and Decisions
- Stochastic Limit Theory
- Strong laws of large numbers for arrays of row-wise independent random variables
- The statistical work of Lucien Le Cam.
Cited in
(4)- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality
- Coverage error optimal confidence intervals for local polynomial regression
- Regression discontinuity designs: a guide to practice
- A guide to regression discontinuity designs in medical applications
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