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Andzhey Koziuk

Publications and source records attributed to Andzhey Koziuk.

2 recordsLinked to original sources

Instrumental variables regression

IV regression in the context of a re-sampling is considered in the work. Comparatively, the contribution in the development is a structural identification in the IV model. The work also contains a multiplier-bootstrap justification.

math.ST

Toolbox: Gaussian comparison on Eucledian balls

In the work a characterization of difference of multivariate Gaussian measures is found on the family of centered Eucledian balls. In particular, it helps to bound corresponding Kolmogorov distance.

math.PR