Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5096043 | Journal of Econometrics | 2015 | 22 Pages |
Abstract
Finally and most importantly, from a point of view of practice, we derive uniform rates, Gaussian approximations, and uniform confidence bands for a wide collection of linear functionals of the conditional expectation function, for example, the function itself, the partial derivative function, the conditional average partial derivative function, and other similar quantities. All of these results are new.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov, Kengo Kato,