Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen:
https://hdl.handle.net/10419/64712
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Chen, Le-Yu | en |
dc.contributor.author | Szroeter, Jerzy | en |
dc.date.accessioned | 2012-07-27 | - |
dc.date.accessioned | 2012-10-16T13:08:57Z | - |
dc.date.available | 2012-10-16T13:08:57Z | - |
dc.date.issued | 2012 | - |
dc.identifier.pi | doi:10.1920/wp.cem.2012.1612 | en |
dc.identifier.uri | http://hdl.handle.net/10419/64712 | - |
dc.description.abstract | This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby obviated. A simple procedure is enabled using fixed critical values. The test is shown to have correct asymptotic size in the uniform sense that supremum finite-sample rejection probability over null-restricted data distributions tends asymptotically to nominal signficance level. This applies under weak assumptions allowing for estimator covariance singularity. The test is unbiased for a wide class of local alternatives. A new theorem establishes directions in which the test is locally most powerful. The proposed procedure is compared with predominant existing tests in structure, theory and simulation. | en |
dc.language.iso | eng | en |
dc.publisher | |aCentre for Microdata Methods and Practice (cemmap) |cLondon | en |
dc.relation.ispartofseries | |acemmap working paper |xCWP16/12 | en |
dc.subject.jel | C1 | en |
dc.subject.jel | C4 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Test | en |
dc.subject.keyword | Multiple inequalities | en |
dc.subject.keyword | One-sided hypothesis | en |
dc.subject.keyword | Composite null | en |
dc.subject.keyword | Binding constraints | en |
dc.subject.keyword | Asymptotic exactness | en |
dc.subject.keyword | Covariance singularity | en |
dc.subject.keyword | Indicator smoothing | en |
dc.title | Testing multiple inequality hypotheses: A smoothed indicator approach | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 720226937 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:ifs:cemmap:16/12 | en |
Datei(en):
Publikationen in EconStor sind urheberrechtlich geschützt.