Found 68 Documents (Results 1–68)
Empirical likelihood ratio tests for non-nested model selection based on predictive losses. (English) Zbl 07824110
Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators. (English) Zbl 07822343
Nonparametric estimation for high-frequency data incorporating trading information. (English) Zbl 07822320
Functional coefficient cointegration models with Box-Cox transformation. (English) Zbl 07821340
MSC:
62-XX
Optimal one-pass nonparametric estimation under memory constraint. (English) Zbl 07820382
MSC:
62-XX
Semi-parametric single-index predictive regression models with cointegrated regressors. (English) Zbl 07803942
Testing for unobserved heterogeneity via \(k\)-means clustering. (English) Zbl 1531.62185
MSC:
62P20
Estimating density ratio of marginals to joint: applications to causal inference. (English) Zbl 1531.62178
MSC:
62P20
Projected state-action balancing weights for offline reinforcement learning. (English) Zbl 1539.62259
Large sample properties of matching for balance. (English) Zbl 07769922
MSC:
62-XX
Efficient estimation of a triangular system of equations for quantile regression. (English) Zbl 07736436
MSC:
62-XX
Nonparametric identification and estimation of heterogeneous causal effects under conditional independence. (English) Zbl 07716500
MSC:
62P20
Risk bounds when learning infinitely many response functions by ordinary linear regression. (English. French summary) Zbl 07657643
Smooth contextual bandits: bridging the parametric and nondifferentiable regret regimes. (English) Zbl 07640293
MSC:
62-XX
Information theoretic approach to high-dimensional multiplicative models: stochastic discount factor and treatment effect. (English) Zbl 07554999
MSC:
62-XX
Learning the smoothness of noisy curves with application to online curve estimation. (English) Zbl 1493.62641
Estimation and inference for moments of ratios with robustness against large trimming bias. (English) Zbl 1493.62621
MSC:
62P20
Estimation and inference of semiparametric models using data from several sources. (English) Zbl 07471886
A projection framework for testing shape restrictions that form convex cones. (English) Zbl 07684923
MSC:
62-XX
Volatility coupling. (English) Zbl 1478.60106
Inference in nonparametric series estimation with specification searches for the number of series terms. (English) Zbl 1467.62050
A weighted sieve estimator for nonparametric time series models with nonstationary variables. (English) Zbl 1471.62462
Least squares orthogonal polynomial regression estimation for irregular design. (English) Zbl 07549054
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning. (English) Zbl 07292543
MSC:
62-XX
On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning. (English) Zbl 07292541
MSC:
62-XX
Estimation and inference for precision matrices of nonstationary time series. (English) Zbl 1471.62461
Reviewer: Joseph Melamed (Los Angeles)
A sparse random projection-based test for overall qualitative treatment effects. (English) Zbl 1441.62151
Large sample properties of partitioning-based series estimators. (English) Zbl 1457.62108
Reviewer: Thorsten Dickhaus (Bremen)
Honest confidence sets in nonparametric IV regression and other ill-posed models. (English) Zbl 1447.62042
Nonparametric estimation of triangular simultaneous equations models under weak identification. (English) Zbl 1454.62117
Trinity tests of functions for conditional moment models. (English) Zbl 1441.62059
Reviewer: Fraser Daly (Edinburgh)
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions. (English) Zbl 1458.62101
Reviewer: Jonas Šiaulys (Vilnius)
Semi-parametric single-index panel data models with interactive fixed effects: theory and practice. (English) Zbl 1452.62903
Inference in linear regression models with many covariates and heteroscedasticity. (English) Zbl 1402.62036
Additive nonparametric models with time variable and both stationary and nonstationary regressors. (English) Zbl 1452.62628
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. (English) Zbl 1398.62088
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects. (English) Zbl 1386.62031
Local asymptotics for nonparametric quantile regression with regression splines. (English) Zbl 1398.62103
Robust inference on average treatment effects with possibly more covariates than observations. (English) Zbl 1337.62113
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. (English) Zbl 1337.62101
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