In this paper we study nonparametric estimation in a binary treatment model where the outcome equation is of unrestricted form, and the selection equation contains multiple unobservables that enter through a nonparametric random coefficients specification. This specification is flexible because...

We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The method is based on linear programming only, so that its...

We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The method is based on linear programming only, so that its...

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed,...

This paper considers nonparametric estimation of the joint density of the random coe±-cients in binary choice models. Nonparametric inference allows to be °exible about the treatment ofunobserved heterogeneity. This is an ill-posed inverse problem characterized by an integral transform,namely...

Sample path large deviations for the laws of the solutions of sto-chastic nonlinear SchrÄodinger equations when the noise converges to zero arepresented. The noise is a complex additive gaussian noise. It is white in timeand colored space wise. The solutions may be global or blow-up in ¯nite...

We consider two exit problems for the Korteweg-de Vries equationperturbed by an additive white in time and colored in space noise of amplitude. The initial datum gives rise to a soliton when = 0. It has been provedrecently that the solution remains in a neighborhood of a randomly...

Uniform large deviations for the laws of the paths of the solutionsof the stochastic nonlinear Schr¨odinger equation when the noise converges tozero are presented. The noise is a real multiplicative Gaussian noise. It iswhite in time and colored in space. The path space considered allows...

Exit from a neighborhood of zero for weakly damped stochasticnonlinear SchrÄodinger equations is studied. The small noise is either complexand of additive type or real and of multiplicative type. It is white in time andcolored in space. The neighborhood is either in L2 or in H1. The small...