Distribution-free tests of stochastic monotonicity
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Publication:528021
DOI10.1016/j.jeconom.2012.02.005zbMath1443.62117OpenAlexW2030474406MaRDI QIDQ528021
Miguel A. Delgado, Juan Carlos Escanciano
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/15031
conditional momentsleast concave majorantstochastic monotonicitycopula processdistribution-free in finite samplestests invariant to monotone transforms
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)
Related Items (17)
Testing constancy in monotone response models ⋮ Testing for monotonicity in unobservables under unconfoundedness ⋮ Large sample properties for a class of copulas in bivariate survival analysis ⋮ Rationalization and identification of binary games with correlated types ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Testing for monotonicity under endogeneity: an application to the reservation wage function ⋮ Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice ⋮ Nonparametric tests for tail monotonicity ⋮ Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting ⋮ Unnamed Item ⋮ Testing functional inequalities ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Tests of stochastic monotonicity with improved power ⋮ TESTING GENERALIZED REGRESSION MONOTONICITY ⋮ TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS ⋮ NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING ⋮ Distribution-free tests of conditional moment inequalities
Uses Software
Cites Work
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