Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64673
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dc.contributor.authorLee, Sokbaeen_US
dc.contributor.authorSong, Kyungchulen_US
dc.contributor.authorWhang, Yoon-Jaeen_US
dc.date.accessioned2011-03-25en_US
dc.date.accessioned2012-10-16T13:11:03Z-
dc.date.available2012-10-16T13:11:03Z-
dc.date.issued2011en_US
dc.identifier.pidoi:10.1920/wp.cem.2011.1211en_US
dc.identifier.urihttp://hdl.handle.net/10419/64673-
dc.description.abstractThis 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.en_US
dc.language.isoengen_US
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen_US
dc.relation.ispartofseries|acemmap working paper |xCWP12/11en_US
dc.subject.jelC12en_US
dc.subject.jelC14en_US
dc.subject.ddc330en_US
dc.subject.keywordKernel estimationen_US
dc.subject.keywordone-sided testen_US
dc.subject.keywordlocal poweren_US
dc.subject.keywordLp normen_US
dc.subject.keywordPoissonizationen_US
dc.titleTesting functional inequalitiesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn654843201en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

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