The econometrics of shape restrictions

D Chetverikov, A Santos… - Annual Review of …, 2018 - annualreviews.org
We review recent developments in the econometrics of shape restrictions and their role in
applied work. Our objectives are threefold. First, we aim to emphasize the diversity of …

Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses

PJ Bickel, F Götze, WR van Zwet - Selected works of Willem van Zwet, 2011 - Springer
We discuss a number of resampling schemes in which m= o (n) observations are resampled.
We review nonparametric bootstrap failure and give results old and new on how the m out of …

Inference on directionally differentiable functions

Z Fang, A Santos - The Review of Economic Studies, 2019 - academic.oup.com
This article studies an asymptotic framework for conducting inference on parameters of the
form, where is a known directionally differentiable function and is estimated by. In these …

Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space

DWK Andrews - Econometrica, 2000 - JSTOR
RESEARCHERS IN ECONOMETRICS sometimes view the bootstrap as a panacea for
statistical inference. Indeed, it does have widespread applicability; eg, see Hall (1992), Efron …

Inference for empirical Wasserstein distances on finite spaces

M Sommerfeld, A Munk - Journal of the Royal Statistical Society …, 2018 - academic.oup.com
The Wasserstein distance is an attractive tool for data analysis but statistical inference is
hindered by the lack of distributional limits. To overcome this obstacle, for probability …

Statistical inference with regularized optimal transport

Z Goldfeld, K Kato, G Rioux… - Information and Inference …, 2024 - academic.oup.com
Optimal transport (OT) is a versatile framework for comparing probability measures, with
many applications to statistics, machine learning and applied mathematics. However, OT …

Inference for Optimal Dynamic Treatment Regimes Using an Adaptive m-Out-of-n Bootstrap Scheme

B Chakraborty, EB Laber, Y Zhao - Biometrics, 2013 - academic.oup.com
A dynamic treatment regime consists of a set of decision rules that dictate how to
individualize treatment to patients based on available treatment and covariate history. A …

Impossibility results for nondifferentiable functionals

K Hirano, JR Porter - Econometrica, 2012 - Wiley Online Library
We examine challenges to estimation and inference when the objects of interest are
nondifferentiable functionals of the underlying data distribution. This situation arises in a …

Asymptotic size and a problem with subsampling and with the m out of n bootstrap

DWK Andrews, P Guggenberger - Econometric Theory, 2010 - cambridge.org
This paper considers inference based on a test statistic that has a limit distribution that is
discontinuous in a parameter. The paper shows that subsampling and m out of n bootstrap …

A unifying approach to distributional limits for empirical optimal transport

S Hundrieser, M Klatt, A Munk, T Staudt - Bernoulli, 2024 - projecteuclid.org
A unifying approach to distributional limits for empirical optimal transport Page 1 Bernoulli
30(4), 2024, 2846–2877 https://doi.org/10.3150/23-BEJ1697 A unifying approach to …