Inference based on many conditional moment inequalities
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Publication:503565
DOI10.1016/j.jeconom.2016.09.010zbMath1403.62075OpenAlexW3123037742MaRDI QIDQ503565
Xiaoxia Shi, Donald W. K. Andrews
Publication date: 13 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.09.010
moment inequalitiesasymptotic powerconfidence setKolmogorov-Smirnovasymptotic sizeconditional moment inequalitiesCramér-von Mises
Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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