2 papers
math.ST2018
Adaptation Bounds for Confidence Bands under Self-Similarity
Timothy B. Armstrong
We derive bounds on the scope for a confidence band to adapt to the unknown regularity of a nonparametric function that is observed with noise, such as a regression function or den…
econ.EM2018
Sensitivity Analysis using Approximate Moment Condition Models
Timothy B. Armstrong, Michal Kolesár
We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of momen…