Testing functional inequalities

A-Tier
Journal: Journal of Econometrics
Year: 2013
Volume: 172
Issue: 1
Pages: 14-32

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This 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 (1≤p<∞). Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically distribution free, admitting asymptotic normal approximation. In particular, the tests using the standard normal critical values have asymptotically correct size and are consistent against general fixed alternatives. Furthermore, we establish conditions under which the tests have nontrivial local power against Pitman local alternatives. Some results from Monte Carlo simulations are presented.

Technical Details

RePEc Handle
repec:eee:econom:v:172:y:2013:i:1:p:14-32
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25