6 citations · 12 across the 8 of their papers we have counts for
5 papers · 1 filter
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 a class of nonparametric problems
Victoria Zinde-Walsh
This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolu…
Measurement error and deconvolution in spaces of generalized functions
Victoria Zinde-Walsh
This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. T…