IMPOSSIBILITY RESULTS FOR NONDIFFERENTIABLE FUNCTIONALS

We examine challenges to estimation and inference when the objects of interest are nondifferentiable functionals of the underlying data distribution. This situation arises in a number of applications of bounds analysis and moment inequality models, and in recent work on estimating optimal dynamic tr...

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Vydané v:	Econometrica Ročník 80; číslo 4; s. 1769 - 1790
Hlavní autori:	Hirano, Keisuke, Porter, Jack R.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Oxford, UK Econometric Society 01.07.2012 Blackwell Publishing Ltd Wiley-Blackwell
Predmet:	Applications Bias bias‐correction bounds Differential analysis Distribution theory Dynamic models Econometric models Econometrics Estimating techniques Estimation Estimation bias Estimators Exact sciences and technology Functional analysis Global analysis, analysis on manifolds Induced substructures Inequality Inference Insurance, economics, finance Local asymptotics Mathematical independent variables Mathematics Modeling moment inequality models Motivation NOTES AND COMMENTS Parameter estimation Parametric models Probability Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Sequences Statistical inference Statistical models Statistics Studies Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds Unbiased estimators Working papers Statistical distribution moment inequality models Statistical moment Bias Statistical estimation bias-correction Functional Statistical method Unbiased estimation Distribution function bounds Approximation theory Econometrics Quantile Local asymptotics Biased estimation
ISSN:	0012-9682, 1468-0262
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