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)
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Uses Software
Cites Work
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