Search Results - subject:"Irregular functionals"

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Chen, Xiaohong; Christensen, Timothy M. - 2014

nonlinear, irregular functionals of the conditional mean function under weak conditions. The results are proved by deriving a …

Persistent link: https://www.econbiz.de/10011445708

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions

Chen, Xiaohong; Christensen, Timothy M. - Cowles Foundation for Research in Economics, Yale University - 2014

nonlinear, irregular functionals of the conditional mean function under weak conditions. The results are proved by deriving a …

Persistent link: https://www.econbiz.de/10011198597

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Chen, Xiaohong; Christensen, Timothy M. - 2014

Persistent link: https://www.econbiz.de/10010470615

Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions

Chen, Xiaohong; Christensen, Timothy M. - 2014 - Rev.

nonlinear, irregular functionals of the conditional mean function under weak conditions. The results are proved by deriving a …

Persistent link: https://www.econbiz.de/10010458629

Sensitivity Analysis in Semiparametric Likelihood Models

Chen, Xiaohong; Tamer, Elie; Torgovitsky, Alexander - Cowles Foundation for Research in Economics, Yale University - 2011

We provide methods for inference on a finite dimensional parameter of interest, theta in Re^{d_theta}, in a semiparametric probability model when an infinite dimensional nuisance parameter, g, is present. We depart from the semiparametric literature in that we do not require that the pair...

Persistent link: https://www.econbiz.de/10009371329