In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to derive (xx see paper).

In this work, we propose to define Gaussian Processes indexed by multidimensional distributions. In the framework where the distributions can be modeled as i.i.d realizations of a measure on the set of distributions, we prove that the kernel defined as the quadratic distance between the...

IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identication in the IV model. The work also contains a multiplier-bootstrap justication.