Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/64673 
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dc.contributor.authorLee, Sokbaeen
dc.contributor.authorSong, Kyungchulen
dc.contributor.authorWhang, Yoon-Jaeen
dc.date.accessioned2011-03-25-
dc.date.accessioned2012-10-16T13:11:03Z-
dc.date.available2012-10-16T13:11:03Z-
dc.date.issued2011-
dc.identifier.pidoi:10.1920/wp.cem.2011.1211en
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
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP12/11en
dc.subject.jelC12en
dc.subject.jelC14en
dc.subject.ddc330en
dc.subject.keywordKernel estimationen
dc.subject.keywordone-sided testen
dc.subject.keywordlocal poweren
dc.subject.keywordLp normen
dc.subject.keywordPoissonizationen
dc.titleTesting functional inequalities-
dc.typeWorking Paperen
dc.identifier.ppn654843201en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:12/11en

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