arXiv 18 Oct 2017 · Econometrics · publishedJournal of Multivariate Analysis (2017) · 1 citations (OpenAlex)
arXiv:1710.06809 · PDF · DOI · OpenAlex · Extracted main text
This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is Lipschitz continuous (the second-order H\"{o}lder class). The result is then applied to construct the minimax optimal estimator for the regression discontinuity design model, where the parameter of interest involves function values at boundary points.
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Optimal estimation for regression discontinuity design with binary outcomes | 0.405 | 1 | 1 |