2 papers
math.ST2018
Instrumental variables regression
Andzhey Koziuk, Vladimir Spokoiny
IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identification in the IV model. The work…
math.PR2018
Toolbox: Gaussian comparison on Eucledian balls
Andzhey Koziuk, Vladimir Spokoiny
In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to bound corresponding Ko…