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Uniform Confidence Bands for Infinite-Dimensional Partially Identified Parameters

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  • Shunsuke Imai
  • Yuta Okamoto

Abstract

Infinite-dimensional parameters are ubiquitous in empirical economics. This paper develops an Imbens--Manski--Stoye type confidence band for infinite-dimensional partially identified parameters. In particular, we propose multiplier bootstrap-based construction of a uniform confidence band. By employing approximation theorems for suprema of non-centered empirical processes indexed by possibly non-Donsker classes \citep{chernozhukov2016empirical}, we confirm the uniform validity of the proposed procedure.

Suggested Citation

  • Shunsuke Imai & Yuta Okamoto, 2026. "Uniform Confidence Bands for Infinite-Dimensional Partially Identified Parameters," Papers 2606.21224, arXiv.org, revised Jul 2026.
    • Handle: RePEc:arx:papers:2606.21224
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    References listed on IDEAS

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