Coverage error optimal confidence intervals for local polynomial regression-Reference-Cited by-同舟云学术

Coverage error optimal confidence intervals for local polynomial regression

Published:2022-11-01 Issue:4 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Calonico Sebastian¹,Cattaneo Matias D.²,Farrell Max H.³

Affiliation:

1. Department of Health Policy and Management, Columbia University, New York, New York, U.S.A

2. Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey, U.S.A

3. Booth School of Business, University of Chicago, Chicago, Illinois, U.S.A

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference26 articles.

1. Bahadur, R.R. and Savage, L.J. (1956). The nonexistence of certain statistical procedures in nonparametric problems. Ann. Math. Stat. 27 1115–1122. 10.1214/aoms/1177728077

2. Bhattacharya, R.N. and Ranga Rao, R. (1976). Normal Approximation and Asymptotic Expansions. Wiley Series in Probability and Mathematical Statistics. New York: Wiley.

3. Calonico, S., Cattaneo, M.D. Farrell, M.H. (2022). Supplement to “Coverage error optimal confidence intervals for local polynomial regression.” 10.3150/21-BEJ1445SUPP

4. Calonico, S., Cattaneo, M.D. and Farrell, M.H. (2018). On the effect of bias estimation on coverage accuracy in nonparametric inference. J. Amer. Statist. Assoc. 113 767–779. 10.1080/01621459.2017.1285776

5. Calonico, S., Cattaneo, M.D. and Farrell, M.H. (2019). $\mathtt{nprobust}$ : Nonparametric kernel-based estimation and robust bias-corrected inference. J. Stat. Softw. 91 1–33.

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Boundary adaptive local polynomial conditional density estimators;Bernoulli;2024-11-01

2. On Binscatter;American Economic Review;2024-05-01

3. A Practical Introduction to Regression Discontinuity Designs;2024-03-25

4. Regression(s) discontinuity: Using bootstrap aggregation to yield estimates of RD treatment effects;Journal of Causal Inference;2024-01-01

5. The Unintended Consequences of Test-Based Remediation;American Economic Journal: Applied Economics;2024-01-01