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http://hdl.handle.net/10419/64673
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| Title: | | Testing functional inequalities  |
| Authors: | | Lee, Sokbae Song, Kyungchul Whang, Yoon-Jae |
| Issue Date: | | 2011 |
| Series/Report no.: | | cemmap working paper CWP12/11 |
| Abstract: | | This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of Lp-type functionals of kernel estimators. Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically distribution free, admitting asymptotic normal approximation. Furthermore, the tests have nontrivial local power against a certain class of local alternatives converging to the null at the rate of n-1/2. Some results from Monte Carlo simulations are presented. |
| Subjects: | | Kernel estimation one-sided test local power Lp norm Poissonization |
| JEL: | | C12 C14 |
| Persistent Identifier of the first edition: | | doi:10.1920/wp.cem.2011.1211 |
| Document Type: | | Working Paper |
| Appears in Collections: | | cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)
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