Inference on Directionally Differentiable Functions

DOI10.1093/restud/rdy049zbMath1414.62498arXiv1404.3763OpenAlexW2186656473WikidataQ129281179 ScholiaQ129281179MaRDI QIDQ4627475

Zheng Fang, Andres Santos

Publication date: 11 March 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.3763

zbMATH Keywords

delta methoddirectional differentiabilityshape restrictionsbootstrap consistencyresidual wage inequality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (23)

Portfolio optimization based on stochastic dominance and empirical likelihood ⋮ Directional differentiability for supremum-type functionals: statistical applications ⋮ The numerical bootstrap ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ Posterior distribution of nondifferentiable functions ⋮ Instrument validity for heterogeneous causal effects ⋮ Test of dominance relations based on kernel smoothing method ⋮ Testing for time stochastic dominance ⋮ Uniform inference for value functions ⋮ Comparing regression curves: an \(L^1\)-point of view ⋮ Testing equivalence of multinomial distributions -- a constrained bootstrap approach ⋮ Synthetic learner: model-free inference on treatments over time ⋮ Central limit theorems for semi-discrete Wasserstein distances ⋮ Assessing Sensitivity to Unconfoundedness: Estimation and Inference ⋮ Frequentist properties of Bayesian inequality tests ⋮ Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods ⋮ Testing against uniform stochastic ordering with paired observations ⋮ Inference on functionals under first order degeneracy ⋮ Applied welfare analysis for discrete choice with interval-data on income ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Bounds on distributional treatment effect parameters using panel data with an application on job displacement ⋮ More powerful goodness-of-fit tests for uniform stochastic ordering ⋮ Inference on estimators defined by mathematical programming

This page was built for publication: Inference on Directionally Differentiable Functions