Showing 1 - 10 of 114
Suppose that a target function is monotonic, namely weakly increasing, and an original estimate of this target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates. We show that these estimates can always be improved with...
Persistent link: https://www.econbiz.de/10003739689
Persistent link: https://www.econbiz.de/10003785528
Persistent link: https://www.econbiz.de/10002112926
Persistent link: https://www.econbiz.de/10003348786
Persistent link: https://www.econbiz.de/10003864191
Persistent link: https://www.econbiz.de/10003892693
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...
Persistent link: https://www.econbiz.de/10003869258
Persistent link: https://www.econbiz.de/10003454059
Persistent link: https://www.econbiz.de/10003454063
Persistent link: https://www.econbiz.de/10003459967