Similar Search Results

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

Persistent link: https://www.econbiz.de/10010254852

Testing for time stochastic dominance

Lee, Kyungho; Linton, Oliver; Whang, Yoon-jae - 2020

Persistent link: https://www.econbiz.de/10013253442

Consistent testing for an implication of supermodular dominance

Chung, Danbi; Linton, Oliver; Whang, Yoon-jae - 2021

Persistent link: https://www.econbiz.de/10013257478

Testing stochastic dominance with many conditioning variables

Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020

Persistent link: https://www.econbiz.de/10012793096

Testing for stochastic monotonicity

Lee, Sokbae (contributor); Linton, Oliver (contributor); … - 2008

We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications in economics. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution is Gumbel. The proof is difficult because the approximating...

Persistent link: https://www.econbiz.de/10003739710

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003767429

An improved bootstrap test of stochastic dominance

Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - 2009

Persistent link: https://www.econbiz.de/10003860925

Nonparametric tests of conditional treatment effects

Lee, Sokbae; Whang, Yoon-jae - 2009

Persistent link: https://www.econbiz.de/10003900595

Testing for non-nested conditional moment restrictions via conditional empirical likelihood

Otsu, Taisuke (contributor); Whang, Yoon-jae (contributor) - 2005

Persistent link: https://www.econbiz.de/10003468414

Nonparametric tests of conditional treatment effects

Lee, Sokbae; Whang, Yoon-jae - 2009

We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider a wide spectrum of null and alternative hypotheses regarding conditional treatment effects, including (i) the null hypothesis of the conditional stochastic dominance between treatment...

Persistent link: https://www.econbiz.de/10003908572