27 citations · 35 across the 18 of their papers we have counts for
4 papers · 1 filter
Random sets from the perspective of metric statistics
Daisuke Kurisu, Yuta Okamoto, Taisuke Otsu
Since the seminal work by Beresteanu and Molinari(2008), the random set theory and related inference methods have been widely applied in partially identified econometric models. Me…
Optimal testing in a class of nonregular models
Yuya Shimizu, Taisuke Otsu
This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and de…
On Gaussian Approximation for M-Estimator
Masaaki Imaizumi, Taisuke Otsu
This study develops a non-asymptotic Gaussian approximation theory for distributions of M-estimators, which are defined as maximizers of empirical criterion functions. In existing…
Local M-estimation with Discontinuous Criterion for Dependent and Limited Observations
Myung Hwan Seo, Taisuke Otsu
This paper examines asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume pre…