Pages that link to "Item:Q530963"

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)