Optimal Inference in a Class of Regression Models

DOI10.3982/ECTA14434zbMath1414.62150arXiv1511.06028MaRDI QIDQ4628444

Michal Kolesár, Timothy B. Armstrong

Publication date: 13 March 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.06028

zbMATH Keywords

confidence intervalsadaptationregression functionnonparametric inferenceregression discontinuityefficiency boundsfinite-sample inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to social sciences (62P25) Nonparametric tolerance and confidence regions (62G15)

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