27 citations · 79 across the 11 of their papers we have counts for
4 papers · 1 filter
Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
Matias D. Cattaneo, Yingjie Feng, Boris Shigida
This paper presents uniform estimation and inference theory for a large class of nonparametric partitioning-based M-estimators. The main theoretical results include: (i) uniform co…
Optimal Estimation of Large-Dimensional Nonlinear Factor Models
Yingjie Feng
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent…
Uniform Inference for Kernel Density Estimators with Dyadic Data
Matias D. Cattaneo, Yingjie Feng, William G. Underwood
Dyadic data is often encountered when quantities of interest are associated with the edges of a network. As such it plays an important role in statistics, econometrics and many oth…
Large Sample Properties of Partitioning-Based Series Estimators
Matias D. Cattaneo, Max H. Farrell, Yingjie Feng
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, e…