324 citations · 699 across the 35 of their papers we have counts for
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math.ST2015★ 4 cited
Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity
Sokbae Lee, Kyungchul Song, Yoon-Jae Whang
In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a rang…
stat.ME2015★ 2 cited
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Le-Yu Chen, Sokbae Lee
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterize…