Adaptive, rate-optimal hypothesis testing in nonparametric IV models
Christoph Breunig, Xiaohong Chen
| Year of publication: |
2024
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|---|---|
| Authors: | Breunig, Christoph ; Chen, Xiaohong |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 92.2024, 6, p. 2027-2067
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| Subject: | adaptive hypothesis testing | composite hypothesis | Hilbert projection onto closed convex sets | minimax rate of testing | nonparametric alternatives | power | random exponential scan | shape restrictions | Sieve two-stage least squares | sieve U-statistics | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/ECTA18602 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015117877