Optimal minimax rates against nonsmooth alternatives

DOI10.1093/ECTJ/UTAB030OpenAlexW3203134829MaRDI QIDQ5053108

Yoshihiko Nishiyama, Masamune Iwasawa, Kohtaro Hitomi

Publication date: 6 December 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utab030

zbMATH Keywords

specification testoptimal minimax ratenearest neighbour methodinstrumental variable regression model

Mathematics Subject Classification ID

Statistics (62-XX)

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