44 citations · 48 across the 6 of their papers we have counts for
3 papers · 1 filter
Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
We contribute to bridging the gap between large- and finite-sample inference by studying confidence sets (CSs) that are both non-asymptotically valid and asymptotically exact unifo…
Empirical Process Results for Exchangeable Arrays
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed rand…
On the construction of confidence intervals for ratios of expectations
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
In econometrics, many parameters of interest can be written as ratios of expectations. The main approach to construct confidence intervals for such parameters is the delta method.…