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Title:Testing functional inequalities PDF Logo
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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