In this paper we propose a novel method to construct confidence intervals in a class of linear inverse problems. First, point estimators are obtained via a spectral cut-off method depending on a regularisation parameter α, that determines the bias of the estimator. Next, the proposed confidence...

This paper is concerned with inference about the conditional quantile function in a nonparametric quantile regression model. Any method for constructing a confidence interval or band for this function must deal with the asymptotic bias of nonparametric estimators of the function. In estimation...

Berkson errors are commonplace in empirical microeconomics and occur whenever we observe an average in a specified group rather than the true individual value. In consumer demand this form of measurement error is present because the price an individual pays is often measured by the average price...

We consider estimation of a linear or nonparametric additive model in which a few coefficients or additive components are "large" and may be objects of substantive interest, whereas others are "small" but not necessarily zero. The number of small coefficients or additive components may exceed...