In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate. However, smoothing can inflate the error in the normal approximation, so that refined approximations are of...

We propose a new method of testing stochastic dominance which improves onexisting tests based on bootstrap or subsampling. Our test requires estimation ofthe contact sets between the marginal distributions. Our tests have asymptoticsizes that are exactly equal to the nominal level uniformly over...