Semiparametric Learning of Integral Functionals on Submanifolds

Xiaohong Chen and Wayne Yuan Gao
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Xiaohong Chen: Yale University
Wayne Yuan Gao: University of Pennsylvania

No 2450, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: This paper studies the semiparametric estimation and inference of integral functionals on submanifolds, which arise naturally in a variety of econometric settings. For linear integral functionals on a regular submanifold, we show that the semiparametric plugin estimator attains the minimax-optimal convergence rate n-s/2s+d-m, where s is the Holder smoothness order of the underlying nonparametric function, d is the dimension of the first-stage nonparametric estimation, m is the dimension of the submanifold over which the integral is taken. This rate coincides with the standard minimax-optimal rate for a (d-m)-dimensional nonparametric estimation problem, illustrating that integration over the m-dimensional manifold effectively reduces the problemÕs dimensionality. We then provide a general asymptotic normality theorem for linear/nonlinear submanifold integrals, along with a consistent variance estimator. We provide simulation evidence in support of our theoretical results.

Pages: 42 pages
Date: 2025-07-18
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