6 citations · 13 across the 5 of their papers we have counts for
6 papers · 1 filter
Simultaneous inference for Berkson errors-in-variables regression under fixed design
Katharina Proksch, Nicolai Bissantz, Hajo Holzmann
In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be in…
Testing for spherical and elliptical symmetry
Isaia Albisetti, Fadoua Balabdaoui, Hajo Holzmann
We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector with finite mean has a spherical distribution if an…
Asymptotic confidence sets for the jump curve in bivariate regression problems
Viktor Bengs, Matthias Eulert, Hajo Holzmann
We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided ker…
Rate-optimal nonparametric estimation for random coefficient regression models
Hajo Holzmann, Alexander Meister
Random coefficient regression models are a popular tool for analyzing unobserved heterogeneity, and have seen renewed interest in the recent econometric literature. In this paper w…
Nonparametric identification in the dynamic stochastic block model
Ann-Kristin Becker, Hajo Holzmann
We show nonparametric identification of the parameters in the dynamic stochastic block model as recently introduced in Matias and Miele (2017) in case of binary, finitely weighted…
Weak convergence of quantile and expectile processes under general assumptions
Tobias Zwingmann, Hajo Holzmann
We show weak convergence of quantile and expectile processes to Gaussian limit processes in the space of bounded functions endowed with an appropriate semimetric which is based on…