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A Limit Theorem for Solutions of Inequalities

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  • Ilya S. Molchanov

Abstract

LetH(p) be the set {x∈X:h(x) ≤p} whereh is a real‐valued lower semicontinuous function on a locally compact separable metric spaceX. This paper presents a general limit theorem for the sequence of random setsHn(p) = {x∈X:hn(x) ≤p}n≥ 1, wherehn,n≥ 1, are functions that estimateh

Suggested Citation

  • Ilya S. Molchanov, 1998. "A Limit Theorem for Solutions of Inequalities," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 25(1), pages 235-242, March.
    • Handle: RePEc:bla:scjsta:v:25:y:1998:i:1:p:235-242
    DOI: 10.1111/1467-9469.00100
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    Cited by:

    1. Kaido, Hiroaki & Molinari, Francesca & Stoye, Jörg, 2022. "Constraint Qualifications In Partial Identification," Econometric Theory, Cambridge University Press, vol. 38(3), pages 596-619, June.
    2. Baíllo, Amparo & Cuesta-Albertos, Juan A. & Cuevas, Antonio, 2001. "Convergence rates in nonparametric estimation of level sets," Statistics & Probability Letters, Elsevier, vol. 53(1), pages 27-35, May.
    3. Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Giovanni Paolo Crespi & Elisa Mastrogiacomo, 2020. "Qualitative robustness of set-valued value-at-risk," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(1), pages 25-54, February.
    5. Cuevas, Antonio & Febrero, Manuel & Fraiman, Ricardo, 2001. "Cluster analysis: a further approach based on density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 441-459, June.
    6. Victor Chernozhukov & Emre Kocatulum & Konrad Menzel, 2015. "Inference on sets in finance," Quantitative Economics, Econometric Society, vol. 6(2), pages 309-358, July.
    7. Cadre, BenoI^t, 2006. "Kernel estimation of density level sets," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 999-1023, April.
    8. Baíllo, Amparo, 2003. "Total error in a plug-in estimator of level sets," DES - Working Papers. Statistics and Econometrics. WS ws032806, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Burman, Prabir & Polonik, Wolfgang, 2009. "Multivariate mode hunting: Data analytic tools with measures of significance," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1198-1218, July.
    11. Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
    12. Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers 12/04, Institute for Fiscal Studies.
    13. Raffaello Seri & Christine Choirat, 2013. "Scenario Approximation of Robust and Chance-Constrained Programs," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 590-614, August.
    14. Jiaying Gu & Thomas M. Russell, 2021. "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors," Papers 2101.01254, arXiv.org, revised Jul 2022.
    15. Mammen, Enno & Polonik, Wolfgang, 2013. "Confidence regions for level sets," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 202-214.
    16. Yen-Chi Chen & Christopher R. Genovese & Larry Wasserman, 2017. "Density Level Sets: Asymptotics, Inference, and Visualization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1684-1696, October.
    17. Baíllo, Amparo, 2003. "Total error in a plug-in estimator of level sets," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 411-417, December.
    18. Cholaquidis, Alejandro & Fraiman, Ricardo & Moreno, Leonardo, 2022. "Level set and density estimation on manifolds," Journal of Multivariate Analysis, Elsevier, vol. 189(C).

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