Xingyu Li, Xiaojun Song, Zhenting Sun
arXiv 20 Feb 2022 · Statistics — Methodology · 1 citations (OpenAlex)
arXiv:2202.11031 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes a simple unified approach to testing transformations on cumulative distribution functions (CDFs) in the presence of nuisance parameters. The proposed test is constructed based on a new characterization that avoids the estimation of nuisance parameters. The critical values are obtained through a numerical bootstrap method which can easily be implemented in practice. Under suitable conditions, the proposed test is shown to be asymptotically size controlled and consistent. The local power property of the test is established. Finally, Monte Carlo simulations and an empirical study show that the test performs well on finite samples.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Jun, S. J. and Pinkse, J (2009) Semiparametric tests of conditional moment restrictions under weak or partial identification | 0.874 | 20 | 2 | 100% |
| 2 | Hong, H. and Li, J (2018) The numerical delta method | 0.843 | 4 | 3 | 75% |
| 3 | Radulović, D (1996) The bootstrap for empirical processes based on stationary observations | 0.811 | 5 | 2 | 80% |
| 4 | Chen, Q. and Fang, Z (2019) Inference on functionals under first order degeneracy | 0.675 | 26 | 4 | 31% |
| 5 | Arcones, M. A. and Yu, B (1994) Central limit theorems for empirical and U-processes of stationary mixing sequences | 0.644 | 4 | 2 | 50% |
| 6 | Chung, E. and Olivares, M (2021) Permutation test for heterogeneous treatment effects with a nuisance parameter | 0.644 | 3 | 2 | 67% |
| 7 | Kosorok, M. R (2008) Introduction to Empirical Processes and Semiparametric Inference | 0.567 | 11 | 3 | 18% |
| 8 | van der Vaart, A. W. and Wellner, J. A (1996) Weak Convergence and Empirical Processes | 0.528 | 34 | 5 | 15% |
| 9 | Fang, Z. and Santos, A (2019) Inference on directionally differentiable functions | 0.511 | 4 | 2 | 25% |
| 10 | Lehmann, E. L. and Romano, J. P (2005) Testing Statistical Hypotheses | 0.511 | 2 | 2 | 50% |
Showing the top 10 of 70 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance | 0.405 | 1 | 1 |