NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING

DOI10.1017/S0266466614000401zbMath1441.62104OpenAlexW2113709577MaRDI QIDQ5255870

Jong Myun Moon, Brendan K. Beare

Publication date: 22 June 2015

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000401

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (13)

Option augmented density forecasts of market returns with monotone pricing kernel ⋮ Directional differentiability for supremum-type functionals: statistical applications ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Stochastic comparisons of relevation allocation policies in coherent systems ⋮ Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order ⋮ Weighted U-statistics for likelihood-ratio ordering of bivariate data ⋮ The pricing kernel puzzle in forward looking data ⋮ Inference based on many conditional moment inequalities ⋮ Unnamed Item ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Tests of stochastic monotonicity with improved power ⋮ More powerful goodness-of-fit tests for uniform stochastic ordering ⋮ Distribution-free tests of conditional moment inequalities

Cites Work

• Unnamed Item
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• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
• Consistent Tests for Stochastic Dominance
• Consistent Testing for Stochastic Dominance under General Sampling Schemes

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