Confidence Intervals for Projections of Partially Identified Parameters

DOI10.3982/ECTA14075zbMath1431.62204arXiv1601.00934MaRDI QIDQ5239838

Hiroaki Kaido, Jörg Stoye, Francesca Molinari

Publication date: 22 October 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.00934

zbMATH Keywords

linear programmingmoment inequalitiesuniform inferencepartial identification, inference on projections

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09) Linear programming (90C05)

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