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math.ST2021
Simple Adaptive Estimation of Quadratic Functionals in Nonparametric IV Models
Christoph Breunig, Xiaohong Chen
This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimat…
math.ST2011★ 1 cited
Adaptive estimation of functionals in nonparametric instrumental regression
Christoph Breunig, Jan Johannes
We consider the problem of estimating the value l(ϕ) of a linear functional, where the structural function ϕ models a nonparametric relationship in presence of instrumental variabl…
math.ST2009★ 4 cited
On rate optimal local estimation in nonparametric instrumental regression
Christoph Breunig, Jan Johannes
We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in…