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

DOI10.3982/QE722zbMath1398.62088arXiv1508.03365OpenAlexW2796698562WikidataQ130042752 ScholiaQ130042752MaRDI QIDQ4586273

Xiaohong Chen, Timothy M. Christensen

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03365

zbMATH Keywords

nonlinear welfare functionalsnonparametric demand with endogeneityoptimal sup-norm convergence ratesscore bootstrap uniform confidence bandsseries two-stage least squaresuniform Gaussian process strong approximation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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