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Proposition A.1.The Fourier coefficients of the weighting function ψ⋆(q0(y), t;y)has the follow- ing asymptotic expansion as|t| → ∞

In this subsection, we characterize the decay behavior of the Fourier coefficients of the weighting functionψ(q 0, θ, y) = (τ−1{θ≤q 0})ϕ y−θ σ : ψ⋆(q0, t, y) := Z exp(−itθ) (τ−1{θ≤q 0})ϕ y−θ σ dθ(A · 1973

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Nonparametric Empirical Bayes Confidence Intervals

econ.EM · 2026-05-08 · unverdicted · novelty 7.0

NP-EBCIs achieve asymptotic exact coverage for individual effects at logarithmic rates and shorten intervals in simulations compared to isolated treatment.

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  • Nonparametric Empirical Bayes Confidence Intervals econ.EM · 2026-05-08 · unverdicted · none · ref 12

    NP-EBCIs achieve asymptotic exact coverage for individual effects at logarithmic rates and shorten intervals in simulations compared to isolated treatment.