Inference Based on Conditional Moment Inequalities
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Publication:2857550
DOI10.3982/ECTA9370zbMath1274.62311OpenAlexW4292311683MaRDI QIDQ2857550
Donald W. K. Andrews, Xiaoxia Shi
Publication date: 4 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9370
moment inequalitiesasymptotic powerconfidence setKolmogorov-Smirnovasymptotic sizeconditional moment inequalitiesCramér-von Misesgeneralized moment selection
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
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