Sieve M inference on irregular parameters
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- Identifiability and rates of estimation for scale parameters in location mixture models
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- Large-sample inference for log-spline models
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- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
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- Regression Quantiles
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- Sieve inference on possibly misspecified semi-nonparametric time series models
- Sieve likelihood ratio inference on general parameter space
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Cited in
(20)- Semiparametric \(M\)-estimation with non-smooth criterion functions
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Uniform nonparametric inference for time series
- Testing subspace restrictions in the presence of high dimensional nuisance parameters
- Nonparametric two-step sieve M estimation and inference
- Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
- Consistency and asymptotic normality of sieve ML estimators under low-level conditions
- Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Sequentially estimating the structural equation by power transformation
- Estimation and inference for moments of ratios with robustness against large trimming bias
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications
- Local asymptotics for nonparametric quantile regression with regression splines
- Sieve likelihood ratio inference on general parameter space
- Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Inference in nonparametric series estimation with specification searches for the number of series terms
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
- Sieve maximum likelihood estimator for functional probit model
- Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
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