Simple adaptive estimation of quadratic functionals in nonparametric IV models
From MaRDI portal
Publication:6200195
DOI10.1007/978-3-031-30114-8_13arXiv2101.12282MaRDI QIDQ6200195
No author found.
Publication date: 22 March 2024
Published in: Foundations of Modern Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.12282
quadratic functionaladaptationminimax estimationleave-one-outLepski's methodnonparametric instrumental variablesill-posed inverse problem with an unknown operator
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Anti-concentration and honest, adaptive confidence bands
- Quadratic functional estimation in inverse problems
- Minimax quadratic estimation of a quadratic functional
- On the estimation of quadratic functionals
- Nonparametric methods for inference in the presence of instrumental variables
- Parameter tuning in pointwise adaptation using a propagation approach
- Optimal adaptive estimation of a quadratic functional
- On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
- A simple adaptive estimator of the integrated square of a density
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Optimal pointwise adaptive methods in nonparametric estimation
- On optimal adaptive estimation of a quadratic functional
- Adaptive estimation of a quadratic functional by model selection.
- Estimation of integral functionals of a density
- Minimax estimation of linear and quadratic functionals on sparsity classes
- Bootstrap tuning in Gaussian ordered model selection
- Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
- On inverse problems with unknown operators
- Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
- Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
- On a Problem of Adaptive Estimation in Gaussian White Noise
- Nonparametric Instrumental Regression
- Mathematical Foundations of Infinite-Dimensional Statistical Models
- Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Instrumental Variable Estimation of Nonparametric Models
- ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION