Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
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- Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2013. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica, Econometric Society, vol. 81(3), pages 1185-1201, May.
References listed on IDEAS
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More about this item
Keywords
Asymptotic minimax theorem; Hellinger distance; Semiparametric efficiency;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-08-30 (Econometrics)
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