Intersection Bounds: Estimation and Inference

DOI10.3982/ECTA8718zbMath1274.62233arXiv0907.3503OpenAlexW2951957368MaRDI QIDQ2857551

Sokbae Lee, Adam M. Rosen, Victor Chernozhukov

Publication date: 4 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.3503

zbMATH Keywords

linear programming conditional moments strong approximation moderate deviations concentration inequalities partial identification anti-concentration inequalities bound analysis adaptive moment selection infinite-dimensional constraints non-Donsker empirical process methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Linear programming (90C05)

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