Adaptive estimation in the linear random coefficients model when regressors have limited variation
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Publication:2073224
DOI10.3150/21-BEJ1354MaRDI QIDQ2073224
Christophe Gaillac, Eric Gautier
Publication date: 1 February 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.06584
Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)
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Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation
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