Testing for Stochastic Monotonicity

DOI10.3982/ECTA7145zbMath1161.62080OpenAlexW2285608450MaRDI QIDQ3623083

Sokbae Lee, Oliver B. Linton, Yoon-Jae Whang

Publication date: 16 April 2009

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta7145

zbMATH Keywords

monotonicityGaussian processdistribution functionextreme value theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05) Inference from stochastic processes (62M99)

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