A0377
Title: A localized neural network with dependent data: Estimation and inference
Authors: Jiti Gao - Monash University (Australia)
Fei Liu - Nankai University (China) [presenting]
Bin Peng - Monash University (Australia)
Yanrong Yang - The Australian National University (Australia)
Abstract: A Localized Neural Network (LNN) model is proposed. LNN-based estimation and inference are developed under treatment effects. The use of identification restrictions is explored and an estimation theory is established for the LNN setting under mild conditions. A variable selection technique is adopted to further reduce the number of effective parameters. The asymptotic distributions are derived, and the bootstrap procedures are provided accordingly to construct valid inferences. Finally, the theoretical findings are examined through extensive numerical studies.
