Tests of stochastic monotonicity with improved power
type: Item
instance of: scholarly article
title: Tests of stochastic monotonicity with improved power
zbMATH Open document ID: 1452.62321
author: Juwon Seo
published in: Journal of Econometrics
publication date: 2018-10-12T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 6952482
zbMATH Keywords: stochastic monotonicity
zbMATH Keywords: copula
zbMATH Keywords: least concave majorant
zbMATH Keywords: Hadamard differentiability
zbMATH Keywords: Hadamard directional differentiability
describes a project that uses: TwoCop
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.04.004
OpenAlex ID: W2884680013
cites work: Nonparametric estimation and inference about the overlap of two distributions
cites work: NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
cites work: Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using�Bounds
cites work: Test of symmetry based on copula function
cites work: A note on bootstrap approximations for the empirical copula process
cites work: The least concave majorant of the empirical distribution function
cites work: Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
cites work: Weak dependence. With examples and applications.
cites work: Q3935293
cites work: Q3936024
cites work: Distribution-free tests of stochastic monotonicity
cites work: An empirical central limit theorem with applications to copulas under weak dependence
cites work: On nondifferentiable functions and the bootstrap
cites work: Q1868118
cites work: Weak convergence of empirical copula processes
cites work: Sorting and long-run inequality
cites work: Q3777247
cites work: Tests of symmetry for bivariate copulas
cites work: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
cites work: Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
cites work: Copulas Constructed from Horizontal Sections
cites work: A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
cites work: Fast large-sample goodness-of-fit tests for copulas
cites work: Testing for Stochastic Monotonicity
cites work: An improved bootstrap test of stochastic dominance
cites work: Q4002751
cites work: Monotone Comparative Statics
cites work: An introduction to copulas.
cites work: Testing for equality between two copulas
cites work: Asymptotic theory of weakly dependent stochastic processes
cites work: Asymptotic distributions of multivariate rank order statistics
cites work: A kolmogorov-smirnov type test for positive quadrant dependence
cites work: Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
cites work: On concepts of directional differentiability
cites work: Asymptotic analysis of stochastic programs
cites work: The oscillation behavior of empirical processes: The multivariate case
cites work: Semiparametric estimation in copula models
cites work: Weak convergence and empirical processes. With applications to statistics
cites work: Empirical processes indexed by estimated functions
Wikidata QID: Q129491609
DOI: 10.1016/J.JECONOM.2018.04.004
Recommended article: Testing for Stochastic Monotonicity
Recommended article: Distribution-free tests of stochastic monotonicity
Recommended article: Improving the Power of Tests of Stochastic Dominance
Recommended article: Tests for changing mean with monotonic power
Recommended article: A monotonicity property of the power function of multivariate tests
Recommended article: Monotonicity of the power function and unbiasedness of some likelihood ratio tests
Recommended article: A test for changing trends with monotonic power
Recommended article: Restoring monotonic power in Wald/LM-type tests
Recommended article: Tests uniformly more powerful than uniformly most powerful monotone tests
Recommended article: Testing for monotonicity in unobservables under unconfoundedness
description: scientific article; zbMATH DE number 6952482