Nonparametric Inference Based on Conditional Moment Inequalities

By Donald W. K. Andrews, Xiaoxia Shi. 2014

61 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c90efe1f8102d3649a164bcec01f2b2918cb833b

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In Statistics and Probability

1. Kyungchul Song
2. Yoon-Jae Whang
3. S. Lee
4. Victor Chernozhukov
5. D. Chetverikov
6. Xiaohong Chen
7. Joel L. Horowitz
8. T. Armstrong

Citations in the corpus

• TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES (2013, background): “See also Andrews and Shi (2013), Andrews and Shi (2014), and Chernozhukov et al. (2013) for related discussions and further Monte Carlo evidence.”
• Inference Based on Conditional Moment Inequalities (2013, unknown): “This Appendix provides proofs of Theorems N1 and N2 of Andrews and Shi (2013a) “Nonparametric inference based on conditional moment inequalities,”referred to hereafter as ASN. In fact, the results given here cover a much broader class of test statistics than is considered in ASN. This Appendix is or”