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Generic inference on quantile and quantile effect functions for discrete outcomes
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2016
This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …
Persistent link: https://www.econbiz.de/10011538584
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Generic inference on quantile and quantile effect functions for discrete outcomes
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2016
This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …
Persistent link: https://www.econbiz.de/10011524697
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Generic inference on quantile and quantile effect functions for discrete outcomes
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2017
This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …
Persistent link: https://www.econbiz.de/10011647471
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Nonparametric inference for extremal conditional quantiles
Kurisu, Daisuke; Otsu, Taisuke - 2021
Persistent link: https://www.econbiz.de/10012627480
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A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
Horowitz, Joel; Krishnamurthy, Anand - 2017
model. Any method for constructing a confidence interval or band for this function must deal with the asymptotic bias of … used to obtain uniform confidence bands. The bootstrap method uses only bandwidths that are selected by standard methods …
Persistent link: https://www.econbiz.de/10011581535
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Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
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Nonparametric inferences for additive models
Fan, Jianqing; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 890-907
Persistent link: https://www.econbiz.de/10003107771
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High Dimensional Inference in Partially Linear Models
Zhu, Ying - 2017
We propose two semiparametric versions of the debiased Lasso procedure for the model $Y_{i}=X_{i}\beta_{0} g_{0}(Z_{i}) \varepsilon_{i}$, where the parameter vector of interest $\beta_{0}$ is high dimensional but sparse (exactly or approximately) and $g_{0}$ is an unknown nuisance function. Both...
Persistent link: https://www.econbiz.de/10012950217
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Optimal Inference in a Class of Regression Models
Armstrong, Timothy - 2017
We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function …
Persistent link: https://www.econbiz.de/10012952736
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Optimal Inference in a Class of Regression Models
Armstrong, Timothy - 2016
We consider the problem of constructing confidence intervals (CIs) for a linear functional of a regression function …
Persistent link: https://www.econbiz.de/10012990090