Chad Brown

collaborators

3 papers

econ.EM2026

Estimation of distribution functions, their jumps and interval probabilities under measurement error

Kairat Mynbaev, Carlos Martins-Filho, Chad Brown

We consider the classical additive measurement-error model $X = Y + Z$ , where the latent random variable $Y$ has unknown distribution $F_{Y}$ and the error $Z$ has a known distribution.…

econ.EM2024

Inference in Partially Linear Models under Dependent Data with Deep Neural Networks

Chad Brown

I consider inference in a partially linear regression model under stationary $β$ -mixing data after first stage deep neural network (DNN) estimation. Using the DNN results of Brown…

stat.ML2024

Statistical Properties of Deep Neural Networks with Dependent Data

Chad Brown

This paper establishes statistical properties of deep neural network (DNN) estimators under dependent data. Two general results for nonparametric sieve estimators directly applicab…