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.
arXiv preprint arXiv:2402.14763 , year=
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New conditional autoregressive model class for functional spatial data yields consistent covariance estimation via conditional centering and superconsistent asymptotically normal estimation of the spatial dependence parameter.
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IV regression with distribution-valued outcomes
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.