TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792)

scientific article; zbMATH DE number 7079052

Language	Label	Description	Also known as
English	TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS	scientific article; zbMATH DE number 7079052

Statements

instance of

scholarly article

0 references

title

TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (English)

0 references

0 references

0 references

11 July 2019

0 references

full work available at URL

https://arxiv.org/abs/1212.6757

0 references

zbMATH Keywords

regression monotonicity

0 references

econometric models

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Inference Based on Conditional Moment Inequalities

0 references

Weighted KS statistics for inference on conditional moment inequalities

0 references

Multiscale adaptive inference on conditional moment inequalities

0 references

Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function

0 references

Adaptive variance function estimation in heteroscedastic nonparametric regression

0 references

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

0 references

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

0 references

Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

0 references

Central limit theorems and bootstrap in high dimensions

0 references

Intersection Bounds: Estimation and Inference

0 references

ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES

0 references

Distribution-free tests of stochastic monotonicity

0 references

Uniform Central Limit Theorems

0 references

Multiscale testing of qualitative hypotheses

0 references

A Kolmogorov-type test for monotonicity of regression.

0 references

Efficient estimation of conditional variance functions in stochastic regression

0 references

Testing monotonicity of regression.

0 references

Tests for monotonicity of a regression mean with guaranteed level

0 references

Testing for monotonicity under endogeneity: an application to the reservation wage function

0 references

Testing for monotonicity of a regression mean by calibrating for linear functions.

0 references

Comparing nonparametric versus parametric regression fits

0 references

Local polynomial estimators of the volatility function in nonparametric autoregression

0 references

Q4187195

0 references

An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

0 references

On nonparametric tests of positivity/monotonicity/convexity

0 references

Testing Statistical Hypotheses

0 references

Testing for Stochastic Monotonicity

0 references

Bootstrap procedures under some non-i.i.d. models

0 references

Bootstrap and wild bootstrap for high dimensional linear models

0 references

Monotone Comparative Statics

0 references

Estimation of heteroscedasticity in regression analysis

0 references

Bandwidth choice for nonparametric regression

0 references

Inference for the Identified Set in Partially Identified Econometric Models

0 references

Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

0 references

Stepwise Multiple Testing as Formalized Data Snooping

0 references

Q3038410

0 references

Introduction to nonparametric estimation

0 references

Weak convergence and empirical processes. With applications to statistics

0 references

Testing the monotonicity or convexity of a function using regression splines

0 references

Jackknife, bootstrap and other resampling methods in regression analysis

0 references

Identifiers

zbMATH Open document ID

1420.62480

0 references

DOI

10.1017/S0266466618000282

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4967792