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math.ST2014
Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension
Demian Pouzo
This paper establishes consistency of the weighted bootstrap for quadratic forms …
math.ST2014★ 1 cited
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Xiaohong Chen, Demian Pouzo
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonline…