individual's outcome depends not only on the assigned treatment status but also on (features of) the distribution of treatments … in his market. To evaluate how the distribution of treatments within a market causally affects the average effect within … one focuses on the distribution of the treatment within markets and between individuals and the second step addresses the …

We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a …

distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance … paper are relevant in various fields such as finance, life testing and decision under risk. -- second order stochastic …

Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can … recent crises. Overestimated risk, on the other side, may have negative effects on a company's capital requirements …. Companies as well as national authorities thus have a strong interest in developing market risk models that correctly quantify …

infinity; (2) the parametric assumption is possibly misspecified and the underlying data distribution can lie beyond the given …: concentration, confidence and risk bounds, expansion of the maximum likelihood estimate, etc. All these corollaries are stated in a …

for the control variable, such as a quantile or distribution regression model. The second stage estimates a nonadditive … the validity of resampling methods to approximate its asymptotic distribution. We verify these conditions for quantile and … distribution regression estimation of the control variable. We illustrate the computation and applicability of the CQIV estimator …