Trinity tests of functions for conditional moment models

DOI10.1016/J.JMVA.2020.104604zbMath1441.62059OpenAlexW3011334568MaRDI QIDQ2181719

Yanyan Li

Publication date: 19 May 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104604

zbMATH Keywords

strong approximationmultiplier bootstrapconditional moment restrictionsuniform inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Hypothesis testing in multivariate analysis (62H15) Nonparametric tolerance and confidence regions (62G15) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Gaussian approximation of suprema of empirical processes
• Some new asymptotic theory for least squares series: pointwise and uniform results
• Identification and shape restrictions in nonparametric instrumental variables estimation
• Uniform confidence bands for functions estimated nonparametrically with instrumental variables
• Empirical likelihood estimation and consistent tests with conditional moment restrictions
• Weak convergence and empirical processes. With applications to statistics
• Sieve likelihood ratio inference on general parameter space
• A User's Guide to Measure Theoretic Probability
• EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS
• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
• Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
• A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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