52 citations · 169 across the 24 of their papers we have counts for
8 papers · 1 filter
A Uniform-in- Edgeworth Expansion under Weak Cramér Conditions
Kyungchul Song
This paper provides a finite sample bound for the error term in the Edgeworth expansion for a sum of independent, potentially discrete, nonlattice random vectors, using a uniform-i…
Stable Limit Theorems for Empirical Processes under Conditional Neighborhood Dependence
Ji Hyung Lee, Kyungchul Song
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of ra…
Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a rang…
Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk
Kyungchul Song
When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence…
Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps
Kyungchul Song
When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory…
Testing for a General Class of Functional Inequalities
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unified f…
Testing Functional Inequalities
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of -type functionals of kernel esti…
Testing conditional independence via Rosenblatt transforms
Kyungchul Song
This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblat…