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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Detalles Bibliográficos

Publicado en:	Econometrica Vol. 80; no. 4; pp. 1769 - 1791
Autores principales:	Hirano, Keisuke, Porter, Jack R.
Formato:	Artículo
Publicado:	Wiley-Blackwell Jul2012
Materias:	Nondifferentiable functions Mathematical statistics Data distribution Mathematical bounds Asymptotic distribution
Acceso en línea:	Ver este registro en EBSCOhost