Pages that link to "Item:Q530963"
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The following pages link to EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963):
Displayed 35 items.
- Non-standard tests through a composite null and alternative in point-identified parameters (Q312337) (← links)
- Empirical likelihood based tests for stochastic ordering under right censorship (Q315396) (← links)
- Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data (Q473387) (← links)
- Model selection tests for moment inequality models (Q494361) (← links)
- Hodges-Lehmann optimality for testing moment conditions (Q528073) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- Semiparametric bounds on treatment effects (Q737243) (← links)
- Partial identification using random set theory (Q738092) (← links)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) (← links)
- On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
- Bayesian analysis in moment inequality models (Q847638) (← links)
- Inference for identifiable parameters in partially identified econometric models (Q928912) (← links)
- Bayesian inference for partially identified smooth convex models (Q2000867) (← links)
- Jackknife empirical likelihood for inequality constraints on regular functionals (Q2225003) (← links)
- A geometric approach to inference in set-identified entry games (Q2227051) (← links)
- An improved bootstrap test for restricted stochastic dominance (Q2236873) (← links)
- Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- Specification tests for partially identified models defined by moment inequalities (Q2343774) (← links)
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV (Q2512596) (← links)
- Testing multiple inequality hypotheses: a smoothed indicator approach (Q2512631) (← links)
- Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
- A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions (Q2673188) (← links)
- COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY (Q2786684) (← links)
- IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA (Q2981830) (← links)
- Misspecification in moment inequality models: back to moment equalities? (Q3018502) (← links)
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA (Q3168419) (← links)
- ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES (Q4599622) (← links)
- Testing for Restricted Stochastic Dominance (Q5080541) (← links)
- CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION (Q5081792) (← links)
- SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS (Q5255871) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- A dual approach to inference for partially identified econometric models (Q5964761) (← links)
- Dynamic discrete choice models with incomplete data: sharp identification (Q6133351) (← links)