On Non‐parametric Testing, the Uniform Behaviour of the t‐test, and Related Problems

By Joseph P. Romano. 2004

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In Statistics and Probability

Citations in the corpus

The hardness of conditional independence testing and the generalised covariance measure (2018, background): “In these examples, the null hypothesis is dense with respect to the TV metric in the alternative hypothesis, a property which implies untestability [45].”
Inference for the identified set in partially identified econometric models (2006, background): “Romano (2004) extended this nonexistence result to a number of other problems.”
A Simple Parametric Model Selection Test (2014, background): “This statistic is equivalent to the one Vuong (1989) proposed when the two candidate models are known to be nonnested.”
Coverage error optimal confidence intervals for local polynomial regression (2018, background): “We thus proceed by arguing as in Romano (2004). Recall that rTp = max{s−2 n ,Ψ2Tp,F , s−1 n ΨTp,F }, i.”
On the Testability of Identification in Some Nonparametric Models With Endogeneity (2012, background): “Theorem 1 in Romano (2004) establishes that the appropriate topology for this purpose is that induced by the Total Variation distance.”
Inference for identifiable parameters in partially identified econometric models (2006, background): “Romano (2004) extends this nonexistence result to a number of other problems.”
Impossible inference in econometrics: Theory and applications (2016, unknown): “The striking result of Kraft (1955) stated in Theorem 1 makes the impossibility type A found by Bahadur and Savage (1956) and Romano (2004) special cases of Corollary 1.”
Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations (2013, unknown): “This method of proving uniformity follows Belloni, Chernozhukov, and Hansen (2013) and Romano (2004), and is distinct from the approach of Andrews and Guggenberger (2009).”
Hypothesis Testing in Econometrics (2010, background): “For other nonexistence results, see Dufour (1997) and Romano (2004).”