The nonparametric estimation of a regression function from conditional moment restrictions involving instrumental variables is considered. The rate of convergence of penalized estimators is studied in the case where the regression function is not identified from the conditional moment...

This paper studies the estimation of a nonparametric function <italic>ϕ</italic> from the inverse problem <italic>r</italic> = <italic>Tϕ</italic> given estimates of the function <italic>r</italic> and of the linear transform <italic>T</italic>. We show that rates of convergence of the estimator are driven by two types of assumptions expressed in a single Hilbert scale. The...

In efficiency analysis, the production frontier is defined as the set of the most efficient alternatives among all possible combinations in the input-output space. The nonparametric envelopment estimators rely on the assumption that all the observations fall on the same side of the frontier. The...

Nonparametric data envelopment analysis (DEA) estimators based on linear programming methods have been widely applied in analyses of productive efficiency. The distributions of these estimators remain unknown except in the simple case of one input and one output, and previous bootstrap methods...