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20112023
most citedOptimal inference in a class of regression models

96 citations · 339 across the 17 of their papers we have counts for

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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★ 34 cited

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…