Tests of stochastic monotonicity with improved power

DOI10.1016/J.JECONOM.2018.04.004zbMath1452.62321OpenAlexW2884680013WikidataQ129491609 ScholiaQ129491609MaRDI QIDQ1792480

Juwon Seo

Publication date: 12 October 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.04.004

zbMATH Keywords

copulaHadamard differentiabilityleast concave majorantstochastic monotonicityHadamard directional differentiability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (7)

Directional differentiability for supremum-type functionals: statistical applications ⋮ Instrument validity for heterogeneous causal effects ⋮ Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Connecting copula properties with reliability properties of coherent systems ⋮ Improved Nonparametric Bootstrap Tests of Lorenz Dominance ⋮ Tie-Break Bootstrap for Nonparametric Rank Statistics

Uses Software

• TwoCop

Cites Work

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