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A sliced Wasserstein and diffusion approach to random coefficient models

math.ST · 2025-02-07 · conditional · novelty 6.0

A sliced-Wasserstein and k-nearest-neighbor minimum-distance estimator for the distribution of random coefficients β is consistent with polynomial-in-dimension computation, while its diffusion and causal extensions remain heuristic.

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  • A sliced Wasserstein and diffusion approach to random coefficient models math.ST · 2025-02-07 · conditional · none · ref 5

    A sliced-Wasserstein and k-nearest-neighbor minimum-distance estimator for the distribution of random coefficients β is consistent with polynomial-in-dimension computation, while its diffusion and causal extensions remain heuristic.