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   Articles with "monotonicity improved" as a keyword



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Tests of stochastic monotonicity with improved power

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recommendations! Published in 2018 at "Journal of Econometrics"

DOI: 10.1016/j.jeconom.2018.04.004

Abstract: We develop improved statistical procedures for testing stochastic monotonicity. While existing tests use a fixed critical value to set the limiting rejection rate equal to nominal size at the least favorable case, we use a… read more here.

Keywords: monotonicity; tests stochastic; stochastic monotonicity; monotonicity improved ... See more keywords