Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (Q5190482)

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scientific article; zbMATH DE number 5683007
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Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
scientific article; zbMATH DE number 5683007

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    Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection (English)
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    18 March 2010
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    asymptotic size
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    asymptotic power
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    confidence set
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    exact size
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    generalized moment selection
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    \(m\) out of \(n\) bootstrap
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    subsampling
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    moment inequalities
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    moment selection
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    test
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