Search Results - subject:"stochastic equicontinuity"

Consistent Testing for Stochastic Dominance: A Subsampling Approach

Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae - Suntory and Toyota International Centres for Economics … - 2002

We study a very general setting, and propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance due to McFadden (1989) in the general k-prospect case. We allow for the observations to be generally serially...

Persistent link: https://www.econbiz.de/10005670805

Strong law of large numbers for pairwise positive quadrant dependent random variables

Sancetta, Alessio - In: Statistical Inference for Stochastic Processes 12 (2009) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10005184585

Tests of Specification for Parametric and Semiparametric Models

Whang, Yoon-Jae; Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1991

time series and cross-sectional contexts. The method of proof exploits results concerning the stochastic equicontinuity or …

Persistent link: https://www.econbiz.de/10005634701

Asymptotics for Semiparametric Econometric Models: I. Estimation

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1989

differentiable. The method of proof exploits results concerning the stochastic equicontinuity or weak convergence of normalized sums …

Persistent link: https://www.econbiz.de/10005593411

Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation

Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1989

This paper presents several stochastic equicontinuity results that are useful for establishing the asymptotic … primitive conditions under which the entropy conditions hold. This yields stochastic equicontinuity results that are readily … results make use of the stochastic equicontinuity results of the paper. …

Persistent link: https://www.econbiz.de/10005762563