Compactness of infinite dimensional parameter spaces

Joachim Freyberger and Matthew Masten

No 01/16, CeMMAP working papers from Institute for Fiscal Studies

Abstract: We provide general compactness results for many commonly used parameter spaces in nonparametric estimation. We consider three kinds of functions: (1) functions with bounded domains which satisfy standard norm bounds, (2) functions with bounded domains which do notsatisfy standard norm bounds, and (3) functions with unbounded domains. In all three cases we provide two kinds of results, compact embedding and closedness, which together allow one to show that parameter spaces defined by a ||·||s-norm bound are compact under a norm ||·||c. We apply these results to nonparametric mean regression and nonparametric instrumental variables estimation.

Date: 2016-01-03
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.cemmap.ac.uk/wp-content/uploads/2020/08/CWP0116.pdf (application/pdf)

Related works:
Working Paper: Compactness of infinite dimensional parameter spaces (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:01/16

DOI: 10.1920/wp.cem.2016.0116

Access Statistics for this paper

More papers in CeMMAP working papers from Institute for Fiscal Studies Contact information at EDIRC.
Bibliographic data for series maintained by Dermot Watson ().