Testing for Stochastic Monotonicity
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(41)- Tests of stochastic monotonicity with improved power
- Monotonicity properties of multiple endpoint testing procedures
- On two extensions of the canonical Feller-Spitzer distribution
- Stochastic monotonicity and the Markov product for copulas
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- Nonparametric estimation and inference on conditional quantile processes
- Nonparametric tests for tail monotonicity
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
- Multiscale adaptive inference on conditional moment inequalities
- A simple test for moment inequality models with an application to English auctions
- High-dimensional test for alpha in linear factor pricing models with sparse alternatives
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Testing for monotonicity in unobservables under unconfoundedness
- On Testing Monotone Tendencies
- Large sample properties for a class of copulas in bivariate survival analysis
- Testing for a general class of functional inequalities
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- A Test for Monotone Comparative Statics
- Design based incomplete U-statistics
- Testing generalized regression monotonicity
- Distribution-free tests of stochastic monotonicity
- Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
- Uniform in bandwidth consistency of conditional U-statistics adaptive to intrinsic dimension in presence of censored data
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Asymptotic distributions of a new type of design-based incomplete U-statistics
- Asymptotic properties of conditional U -statistics using delta sequences
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Estimation and Inference of Distributional Partial Effects: Theory and Application
- Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs
- Limit theorems for wavelet conditional U-statistics for time series models
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators
- Graph-based multisample comparison with application to feature selection for multi-category responses
- Superquantile efficiency frontiers
- Testing for monotonicity under endogeneity: an application to the reservation wage function
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