Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On rate optimal local estimation in nonparametric instrumental
  regression   We consider the problem of estimating the value of a linear functional in
nonparametric instrumental regression, where in the presence of an instrument W
a response Y is modeled in dependence of an endogenous explanatory variable Z.
The proposed estimator is based on dimension reduction and additional
thresholding. The minimax optimal rate of convergence of the estimator is
derived assuming that the structural function and the representer of the linear
functional belong to some ellipsoids which are in a certain sense linked to the
conditional expectation operator of Z given W. We illustrate these results by
considering classical smoothness assumptions.

24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
6
The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat
19
The categories of this paper are: eess
36
The categories of this paper are: cmp-lg
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
18
The categories of this paper are: econ
30
The categories of this paper are: q-alg
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The categories of this paper are: q-fin
31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
37
The categories of this paper are: supr-con