ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS

DOI10.1017/S0266466610000381zbMath1218.62028arXiv0709.2003OpenAlexW3123683840MaRDI QIDQ3021619

Xiaohong Chen, Markus Reiss

Publication date: 26 July 2011

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.2003

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (37)

Adaptive estimation for an inverse regression model with unknown operator ⋮ NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES ⋮ Nonparametric estimation in case of endogenous selection ⋮ SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS ⋮ Simple adaptive estimation of quadratic functionals in nonparametric IV models ⋮ Optimal weighting for linear inverse problems ⋮ SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION ⋮ HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS ⋮ SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter ⋮ Non parametric analysis of panel data models with endogenous variables ⋮ Instrumental variable estimation in functional linear models ⋮ Adaptive estimation of the threshold point in threshold regression ⋮ NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION ⋮ Nonparametric instrumental variable derivative estimation ⋮ CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR ⋮ Well-posedness of measurement error models for self-reported data ⋮ Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior ⋮ ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION ⋮ Orthogonal polynomials for seminonparametric instrumental variables model ⋮ REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS ⋮ Uniform confidence bands for nonparametric errors-in-variables regression ⋮ Tikhonov-Phillips regularizations in linear models with blurred design ⋮ Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression ⋮ Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions ⋮ Specification testing in nonparametric instrumental variable estimation ⋮ Adaptive estimation in the linear random coefficients model when regressors have limited variation ⋮ Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring ⋮ Adaptive estimation for some nonparametric instrumental variable models with full independence ⋮ Thresholding projection estimators in functional linear models ⋮ LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION ⋮ NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION ⋮ Goodness-of-fit tests based on series estimators in nonparametric instrumental regression ⋮ Estimation in ill-posed linear models with nuisance design

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