Estimation of Moment Condition Models

2011 ◽  
pp. 43-43
Keyword(s):  
Moment Condition

scholarly journals Variable Anisotropic Hardy Spaces with Variable Exponents

2021 ◽  
Vol 9 (1) ◽  
pp. 65-89
Author(s):  
Zhenzhen Yang ◽  
Yajuan Yang ◽  
Jiawei Sun ◽  
Baode Li
Keyword(s):  
Hardy Spaces ◽  
Variable Exponent ◽  
Atomic Decomposition ◽  
Integral Operators ◽  
Moment Condition ◽  
Variable Exponents ◽  
Hölder Continuous ◽  
Multi Level ◽  
The Moment ◽  
Variable Anisotropy

Abstract Let p(·) : ℝ n → (0, ∞] be a variable exponent function satisfying the globally log-Hölder continuous and let Θ be a continuous multi-level ellipsoid cover of ℝ n introduced by Dekel et al. [12]. In this article, we introduce highly geometric Hardy spaces Hp (·)(Θ) via the radial grand maximal function and then obtain its atomic decomposition, which generalizes that of Hardy spaces Hp (Θ) on ℝ n with pointwise variable anisotropy of Dekel et al. [16] and variable anisotropic Hardy spaces of Liu et al. [24]. As an application, we establish the boundedness of variable anisotropic singular integral operators from Hp (·)(Θ) to Lp (·)(ℝ n ) in general and from Hp (·)(Θ) to itself under the moment condition, which generalizes the previous work of Bownik et al. [6] on Hp (Θ).

scholarly journals Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights

2021 ◽  
Vol 179 (3-4) ◽  
pp. 1145-1181 ◽  
Author(s):  
Sebastian Andres ◽  
Alberto Chiarini ◽  
Martin Slowik
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Local Limit Theorem ◽  
Time Dependent ◽  
Moment Condition ◽  
Difference Operators ◽  
Random Conductance Model ◽  
Local Central Limit Theorem ◽  
Random Conductance

AbstractWe establish a quenched local central limit theorem for the dynamic random conductance model on $${\mathbb {Z}}^d$$ Z d only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show Hölder continuity estimates for solutions to the heat equation for discrete finite difference operators in divergence form with time-dependent degenerate weights. The proof is based on De Giorgi’s iteration technique. In addition, we also derive a quenched local central limit theorem for the static random conductance model on a class of random graphs with degenerate ergodic weights.

scholarly journals A new proof for the generalized law of large numbers under Choquet expectation

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Jing Chen ◽  
Zengjing Chen
Keyword(s):  
Probability Theory ◽  
Law Of Large Numbers ◽  
Moment Condition ◽  
Large Numbers ◽  
Choquet Expectation ◽  
The Law ◽  
Linear Probability ◽  
First Moment ◽  
Independent And Identically Distributed

Abstract In this article, we employ the elementary inequalities arising from the sub-linearity of Choquet expectation to give a new proof for the generalized law of large numbers under Choquet expectations induced by 2-alternating capacities with mild assumptions. This generalizes the Linderberg–Feller methodology for linear probability theory to Choquet expectation framework and extends the law of large numbers under Choquet expectation from the strong independent and identically distributed (iid) assumptions to the convolutional independence combined with the strengthened first moment condition.

scholarly journals AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS

2014 ◽  
Vol 32 (1) ◽  
pp. 30-70 ◽  
Author(s):  
Xiaohong Chen ◽  
David T. Jacho-Chávez ◽  
Oliver Linton
Keyword(s):  
Moment Condition ◽  
Moment Conditions ◽  
Parameter Heterogeneity ◽  
Class Of Estimators ◽  
Optimal Weighting ◽  
The Mean ◽  
The Moment ◽  
Image Position ◽  
Nonlinear Estimators ◽  
Available Information

We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of$\sqrt n$-consistent nonlinear estimators whose cardinality increases with sample size. The method can be compared with the usual approaches of combining the moment conditions (GMM) and combining the instruments (IV), and achieves similar objectives of aggregating the available information. One advantage of aggregating the estimators rather than the moment conditions is that it yields robustness to certain types of parameter heterogeneity in the sense that it delivers consistent estimates of the mean effect in that case. We discuss the question of optimal weighting of the estimators.

Elastic stability and the zero moment condition

1971 ◽  
Vol 1 (1) ◽  
pp. 19-28 ◽  
Author(s):  
Roger L. Fosdick
Keyword(s):  
Elastic Stability ◽  
Moment Condition ◽  
Zero Moment

An inverse scattering method in time-domain electromagnetics

1981 ◽  
Vol 59 (10) ◽  
pp. 1348-1353
Author(s):  
Sujeet K. Chaudhuri
Keyword(s):  
Inverse Scattering ◽  
Time Domain ◽  
Random Noise ◽  
Power Series Expansion ◽  
Inverse Scattering Method ◽  
Wave Number ◽  
Moment Condition ◽  
Scattering Method ◽  
Fourth Moment ◽  
Rayleigh Coefficient

An inverse scattering model, based on the time-domain concepts of electromagnetic theory is developed. Using the first five (zeroth to fourth) moment condition integrals, the Rayleigh coefficient and the next higher order nonzero coefficient of the power series expansion in k (wave number) of the object backscattering response are recovered. The Rayleigh coefficient and the other coefficient thus recovered are used (with the ellipsoidal assumption for the object shape) to determine the dimensions and orientation of the object.Some numerical results of the application of this coefficient recovery technique to conducting ellipsoidal scatterers are presented. The performance of the software system in the presence of normally distributed random noise is also studied.

scholarly journals ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS

2016 ◽  
Vol 33 (5) ◽  
pp. 1046-1080 ◽  
Author(s):  
Donald W.K. Andrews ◽  
Patrik Guggenberger
Keyword(s):  
Moment Condition ◽  
Rank Statistic ◽  
Confidence Sets ◽  
Null Distributions ◽  
Asymptotic Size ◽  
Instrumental Variable Regression ◽  
Lm Test ◽  
Endogenous Variables ◽  
Influential Paper ◽  
Special Case

An influential paper by Kleibergen (2005, Econometrica 73, 1103–1123) introduces Lagrange multiplier (LM) and conditional likelihood ratio-like (CLR) tests for nonlinear moment condition models. These procedures aim to have good size performance even when the parameters are unidentified or poorly identified. However, the asymptotic size and similarity (in a uniform sense) of these procedures have not been determined in the literature. This paper does so.This paper shows that the LM test has correct asymptotic size and is asymptotically similar for a suitably chosen parameter space of null distributions. It shows that the CLR tests also have these properties when the dimension p of the unknown parameter θ equals 1. When p ≥ 2, however, the asymptotic size properties are found to depend on how the conditioning statistic, upon which the CLR tests depend, is weighted. Two weighting methods have been suggested in the literature. The paper shows that the CLR tests are guaranteed to have correct asymptotic size when p ≥ 2 when the weighting is based on an estimator of the variance of the sample moments, i.e., moment-variance weighting, combined with the Robin and Smith (2000, Econometric Theory 16, 151–175) rank statistic. The paper also determines a formula for the asymptotic size of the CLR test when the weighting is based on an estimator of the variance of the sample Jacobian. However, the results of the paper do not guarantee correct asymptotic size when p ≥ 2 with the Jacobian-variance weighting, combined with the Robin and Smith (2000, Econometric Theory 16, 151–175) rank statistic, because two key sample quantities are not necessarily asymptotically independent under some identification scenarios.Analogous results for confidence sets are provided. Even for the special case of a linear instrumental variable regression model with two or more right-hand side endogenous variables, the results of the paper are new to the literature.

THE CONSTRUCTION OF A CLASS OF TRIVARIATE NONSEPARABLE COMPACTLY SUPPORTED WAVELETS

2009 ◽  
Vol 07 (03) ◽  
pp. 255-267 ◽  
Author(s):  
YONGDONG HUANG ◽  
SHOUZHI YANG ◽  
ZHENGXING CHENG
Keyword(s):  
General Theory ◽  
Mild Condition ◽  
Scaling Function ◽  
Moment Condition ◽  
Compactly Supported ◽  
Vanishing Moment ◽  
The Scaling Function

In this paper, under a mild condition, the construction of compactly supported [Formula: see text]-wavelets is obtained. Wavelets inherit the symmetry of the corresponding scaling function and satisfy the vanishing moment condition originating in the symbols of the scaling function. An example is also given to demonstrate the general theory.

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