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IV regression with distribution-valued outcomes

econ.EM · 2026-05-27 · unverdicted · novelty 7.0

IVFR extends global Fréchet regression to endogenous covariates via projection of IV-weighted quantile curves onto valid distributions in 2-Wasserstein space, with weak convergence to a Gaussian process and valid multiplier bootstrap for uniform inference.

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  • IV regression with distribution-valued outcomes econ.EM · 2026-05-27 · unverdicted · none · ref 65

    IVFR extends global Fréchet regression to endogenous covariates via projection of IV-weighted quantile curves onto valid distributions in 2-Wasserstein space, with weak convergence to a Gaussian process and valid multiplier bootstrap for uniform inference.