6 citations · 12 across the 8 of their papers we have counts for
9 papers
Multivariate kernel regression in vector and product metric spaces
Marcia Schafgans, Victoria Zinde-Walsh
This paper derives limit properties of nonparametric kernel regression estimators without requiring existence of density for regressors in In functional regressio…
Kernel-weighted specification testing under general distributions
Sid Kankanala, Victoria Zinde-Walsh
Kernel-weighted test statistics have been widely used in a variety of settings including non-stationary regression, inference on propensity score and panel data models. We develop…
A technical note on divergence of the Wald statistic
Jean-Marie Dufour, Eric Renault, Victoria Zinde-Walsh
The Wald test statistic has been shown to diverge (Dufour et al, 2013, 2017) under some conditions. This note links the divergence to eigenvalues of a polynomial matrix and establi…
Wald tests when restrictions are locally singular
Jean-Marie Dufour, Eric Renault, Victoria Zinde-Walsh
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of imp…
Nonparametric functionals as generalized functions
Victoria Zinde-Walsh
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized func…
Identification and well-posedness in nonparametric models with independence conditions
Victoria Zinde-Walsh
This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and o…