Minimax risk in estimating kink threshold and testing continuity
Javier Hidalgo, Heejun Lee, Jungyoon Lee, and Myung Hwan Seo
| Year of publication: |
2023
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|---|---|
| Authors: | Hidalgo, Javier ; Lee, Heejun ; Lee, Jungyoon ; Seo, Myung Hwan |
| Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 233-259
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| Subject: | Continuity test | kink | risk lower bound | unknown threshold | bootstrap | minimax | Schätzung | Estimation | Risiko | Risk | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045A008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313688