IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v165y2018icp262-269.html
   My bibliography  Save this article

Minimax linear estimation at a boundary point

Author

Listed:
  • Gao, Wayne Yuan

Abstract

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 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.

Suggested Citation

  • Gao, Wayne Yuan, 2018. "Minimax linear estimation at a boundary point," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 262-269.
    • Handle: RePEc:eee:jmvana:v:165:y:2018:i:c:p:262-269
    DOI: 10.1016/j.jmva.2018.01.001
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X1730369X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2018.01.001?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Imbens, Guido W. & Lemieux, Thomas, 2008. "Regression discontinuity designs: A guide to practice," Journal of Econometrics, Elsevier, vol. 142(2), pages 615-635, February.
    2. Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel, 1997. "Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 79-99, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Guido Imbens & Stefan Wager, 2019. "Optimized Regression Discontinuity Designs," The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 264-278, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kivinen, Aapo, 2018. "The Effect of Relative School Starting Age on Having an Individualized Curriculum in Finland," Working Papers 104, VATT Institute for Economic Research.
    2. Ing-Haw Cheng & Harrison Hong & Kelly Shue, 2013. "Do Managers Do Good with Other People's Money?," NBER Working Papers 19432, National Bureau of Economic Research, Inc.
    3. Ing-Haw Cheng & Harrison Hong & Kelly Shue, 2023. "Do Managers Do Good with Other People’s Money?," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(3), pages 443-487.
    4. KAMKOUM, Arnaud Cedric, 2023. "The Federal Reserve’s Response to the Global Financial Crisis and its Effects: An Interrupted Time-Series Analysis of the Impact of its Quantitative Easing Programs," Thesis Commons d7pvg, Center for Open Science.
    5. Jason M. Lindo & Nicholas J. Sanders & Philip Oreopoulos, 2010. "Ability, Gender, and Performance Standards: Evidence from Academic Probation," American Economic Journal: Applied Economics, American Economic Association, vol. 2(2), pages 95-117, April.
    6. Stephan Litschig, 2008. "Financing local development: Quasi-experimental evidence from municipalities in Brazil, 1980-1991," Economics Working Papers 1142, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2012.
    7. Lechthaler, Wolfgang & Ring, Patrick, 2021. "Labor force participation, job search effort and unemployment insurance in the laboratory," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 748-778.
    8. Guillaume Bérard & Alain Trannoy, 2017. "The Impact of a Rise in the Real Estate Transfer Taxes on the French Housing Market," Working Papers halshs-01582528, HAL.
    9. Marcel Fafchamps & Julien Labonne, 2017. "Do Politicians’ Relatives Get Better Jobs? Evidence from Municipal Elections," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 33(2), pages 268-300.
    10. Stancanelli, Elena G. F., 2012. "Spouses' Retirement and Hours Outcomes: Evidence from Twofold Regression Discontinuity with Differences-in-Differences," IZA Discussion Papers 6791, Institute of Labor Economics (IZA).
    11. Huang, Wei & Zhou, Yi, 2013. "Effects of education on cognition at older ages: Evidence from China's Great Famine," Social Science & Medicine, Elsevier, vol. 98(C), pages 54-62.
    12. Ivan A Canay & Vishal Kamat, 2018. "Approximate Permutation Tests and Induced Order Statistics in the Regression Discontinuity Design," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(3), pages 1577-1608.
    13. De Paola, Maria & Scoppa, Vincenzo, 2015. "Procrastination, academic success and the effectiveness of a remedial program," Journal of Economic Behavior & Organization, Elsevier, vol. 115(C), pages 217-236.
    14. Arteaga, Irma & Heflin, Colleen & Gable, Sara, 2016. "The impact of aging out of WIC on food security in households with children," Children and Youth Services Review, Elsevier, vol. 69(C), pages 82-96.
    15. Toro, Weily & Tigre, Robson & Sampaio, Breno, 2015. "Daylight Saving Time and incidence of myocardial infarction: Evidence from a regression discontinuity design," Economics Letters, Elsevier, vol. 136(C), pages 1-4.
    16. Genqiang Lei & Xiaohong Huang & Penghui Xi, 2016. "The impact of transfer payments on urban-rural income gap: based on fuzzy RD analysis of China’s midwestern county data," China Finance and Economic Review, Springer, vol. 4(1), pages 1-17, December.
    17. Gordon B. Dahl & Katrine V. Løken & Magne Mogstad & Kari Vea Salvanes, 2016. "What Is the Case for Paid Maternity Leave?," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 655-670, October.
    18. Shaun M. Dougherty, 2018. "The Effect of Career and Technical Education on Human Capital Accumulation: Causal Evidence from Massachusetts," Education Finance and Policy, MIT Press, vol. 13(2), pages 119-148, Spring.
    19. Federico Belotti & Edoardo Di Porto & Gianluca Santoni, 2021. "The effect of local taxes on firm performance: Evidence from geo‐referenced data," Journal of Regional Science, Wiley Blackwell, vol. 61(2), pages 492-510, March.
    20. Balila Acurio & Alessandro Tomarchio, 2024. "The Effects of Business Credit Support Programs: Evidence from a Regression Discontinuity Design," IHEID Working Papers 20-2024, Economics Section, The Graduate Institute of International Studies.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:165:y:2018:i:c:p:262-269. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.