Asymptotic Theory of Integrated Pairwise-Difference Functionals of Kernel Estimators, with Applications to Treatment Effect Heterogeneity

arXiv:2611.10383v1 Announce Type: new Abstract: This paper develops asymptotic theory for integrated pairwise-difference statistics constructed from kernel estimators, with applications to treatment effect heterogeneity. The statistics integrate absolute or positive-part differences between kernel estimates evaluated at pairs of points. Their two-point structure falls outside existing one-point $L_1$-type functional theory. We establish asymptotic normality using a H'ajek-type projection of a