On the smoothness of conditional expectation functionals
AbstractGiven a class Λ of real functions and a twice differentiable real-valued map φ on R, let Γ be an R-valued functional on Λ of form Γ:λ↦E[Z⋅φ(E[Y∣λ(X)])], where Z and Y are random variables and X is a random vector. This paper calls Γ a conditional expectation functional. Conditional expectation functionals often arise in semiparametric models. The main contribution of this paper is that it provides nontrivial conditions under which Γ has a uniform modulus of continuity with order 2. Hence under these conditions, the functional Γ becomes very smooth.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 5 ()
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.