coincide with the known minimax optimal rates for the nonparametric mean IV regression. We illustrate the theory by two … nonparametric nonlinear IV regression, and the convergence rate of a nonparametric additive quantile IV regression. We also present …

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor … strategy does not parameterize any regression or distribution functions, and does not require additional sample information … regression model error has zero conditional third moment. The results include a closed-form solution for the unknown …

nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish minimax …