Chen, Xiaohong; Reiss, Markus - Centre for Microdata Methods and Practice (CEMMAP) - 2007
<p>In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish minimax risk lower bounds in mean integrated squared error...</p>