Off-diagonal elements of projection matrices and dimension asymptotics

DOI10.1016/J.ECONLET.2024.111761MaRDI QIDQ6594319

Maksim Smirnov, Stanislav Anatolyev

Publication date: 28 August 2024

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

projection matrixdimension asymptoticsmany instruments/regressors

Mathematics Subject Classification ID

Statistics (62-XX) Linear and multilinear algebra; matrix theory (15-XX)

Cites Work

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• Spectral analysis of large dimensional random matrices
• Lower bounds on the smallest eigenvalue of a sample covariance matrix.
• ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
• MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS
• Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
• Approximate Residual Balancing: Debiased Inference of Average Treatment Effects in High Dimensions
• Instrumental variable estimation based on grouped data
• ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
• Marchenko–Pastur law with relaxed independence conditions

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