2 papers
math.ST2019
Kernel Density Estimation for Undirected Dyadic Data
Bryan S. Graham, Fengshi Niu, James L. Powell
We study nonparametric estimation of density functions for undirected dyadic random variables (i.e., random variables defined for all n\overset{def}{\equiv}\tbinom{N}{2} unordered…
math.ST2019
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions
Xiaohong Chen, Demian Pouzo, James L. Powell
This paper considers estimation and inference for a weighted average derivative (WAD) of a nonparametric quantile instrumental variables regression (NPQIV). NPQIV is a non-separabl…