On ill-posedness of nonparametric instrumental variable regression with convexity constraints

Published 15 Dec 2016 in math.ST and stat.TH | (1612.04969v1)

Abstract: This note shows that adding monotonicity or convexity constraints on the regression function does not restore well-posedness in nonparametric instrumental variable regression. The minimum distance problem without regularisation is still locally ill-posed.

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Olivier Scaillet

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