Adaptive estimation for some nonparametric instrumental variable models with full independence
From MaRDI portal
Publication:2074321
DOI10.1214/21-EJS1938zbMath1493.62203arXiv1511.03977OpenAlexW4205152155MaRDI QIDQ2074321
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.03977
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (2)
Nonparametric identification and estimation with discrete instruments and regressors ⋮ Estimating causal effects with hidden confounding using instrumental variables and environments
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Instrumental variable estimation of nonseparable models
- Tikhonov regularization for nonparametric instrumental variable estimators
- Estimation in functional linear quantile regression
- Nonparametric methods for inference in the presence of instrumental variables
- Iterative regularization methods for nonlinear ill-posed problems
- The problem of the convergence of the iteratively regularized Gauss- Newton method
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
- Examples of \(L^2\)-complete and boundedly-complete distributions
- Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
- Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
- Inverse problems with Poisson data: statistical regularization theory, applications and algorithms
- Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
- Nonparametric Instrumental Variable Estimation of Structural Quantile Effects
- LOCAL IDENTIFICATION IN EMPIRICAL GAMES OF INCOMPLETE INFORMATION
- ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
- IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION
- ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Applied Nonparametric Instrumental Variables Estimation
- Eigenvalues of Analytic Kernels
- Eigenvalues of smooth kernels
- A Lepskij-type stopping rule for regularized Newton methods
- Iteratively Regularized Gauss–Newton Method for Nonlinear Inverse Problems with Random Noise
- Tikhonov Regularization for Finitely and Infinitely Smoothing Operators
- Logarithmic convergence rates of the iteratively regularized Gauss - Newton method for an inverse potential and an inverse scattering problem
- On the best rate of adaptive estimation in some inverse problems
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
- Identification of Nonseparable Models Using Instruments With Small Support
- Identification of Nonseparable Triangular Models With Discrete Instruments
- Local Identification of Nonparametric and Semiparametric Models
- Identification in Differentiated Products Markets Using Market Level Data
- Nonparametric Instrumental Regression
- HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS
- Decentralization estimators for instrumental variable quantile regression models
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
- An IV Model of Quantile Treatment Effects
- Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- How general are general source conditions?
- Instrumental Variable Estimation of Nonparametric Models
- The Lepskii principle revisited
- ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION
This page was built for publication: Adaptive estimation for some nonparametric instrumental variable models with full independence
