Testing for stochastic monotonicity

Econometrica

Volumn 77, Issue 2, 2009, Pages 585-602

  Lee, Sokbae ^a   Linton, Oliver ^b   Whang, Yoon Jae ^c  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c Seoul National University   (South Korea)

Author keywords

Distribution function; Extreme value theory; Gaussian process; Monotonicity

Indexed keywords

EID: 61849179136     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA7145     Document Type: Article

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