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This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of Lp-type functionals of kernel estimators (1≤p∞). Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically...
Persistent link: https://www.econbiz.de/10011052293
This paper considers two-sided matching models with nontransferable utilities, with one side having homogeneous preferences over the other side. When one observes only one or several large matchings, despite the large number of agents involved, asymptotic inference is difficult because the...
Persistent link: https://www.econbiz.de/10012696231
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...
Persistent link: https://www.econbiz.de/10010318570
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...
Persistent link: https://www.econbiz.de/10013159967
Persistent link: https://www.econbiz.de/10008350267
Persistent link: https://www.econbiz.de/10008881843
We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The method admits prospects involving infinite as well as finite dimensional unknown parameters, so that the variables are allowed to be residuals from...
Persistent link: https://www.econbiz.de/10014206207
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or sub-sampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...
Persistent link: https://www.econbiz.de/10014220015
<p><p><p><p>We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...</p></p></p></p>
Persistent link: https://www.econbiz.de/10005727692
We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The method admits prospects involving infinite as well as finite dimensional unknown parameters, so that the variables are allowed to be residuals from...
Persistent link: https://www.econbiz.de/10004964388