The proximal bootstrap for constrained estimators
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Cites work
- A dual approach to inference for partially identified econometric models
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Inference for identifiable parameters in partially identified econometric models
- Inference for parameters defined by moment inequalities using generalized moment selection
- Inference on directionally differentiable functions
- Inference on estimators defined by mathematical programming
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- Limiting distributions of linear programming estimators
- Monte Carlo confidence sets for identified sets
- On differential stability in stochastic programming
- On the asymptotics of constrained \(M\)-estimation
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- Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
- Subsampling
- Subvector inference when the true parameter vector may be near or at the boundary
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis
- The numerical bootstrap
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints
- Weak convergence and empirical processes. With applications to statistics
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