The lower regression function and testing expectation dependence dominance hypotheses

DOI10.1080/07474938.2021.1889177zbMath1490.62109OpenAlexW3177136831WikidataQ114639458 ScholiaQ114639458MaRDI QIDQ5861055

Yu-Min Yen, Oliver B. Linton, Yoon-Jae Whang

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2021.1889177

zbMATH Keywords

subsamplingexpectation dependenceexpectation dominancelower regression function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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Cites Work

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