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math.ST2025
Random sets from the perspective of metric statistics
Daisuke Kurisu, Yuta Okamoto, Taisuke Otsu
Since the seminal work by Beresteanu and Molinari(2008), the random set theory and related inference methods have been widely applied in partially identified econometric models. Me…
math.ST2025
Optimal testing in a class of nonregular models
Yuya Shimizu, Taisuke Otsu
This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and de…
math.ST2025
On Gaussian Approximation for M-Estimator
Masaaki Imaizumi, Taisuke Otsu
This study develops a non-asymptotic Gaussian approximation theory for distributions of M-estimators, which are defined as maximizers of empirical criterion functions. In existing…