Distribution-free tests of stochastic monotonicity

Journal of Econometrics

Volumn 170, Issue 1, 2012, Pages 68-75

  Delgado, Miguel A ^a   Escanciano, Juan Carlos ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b INDIANA UNIVERSITY   (United States)

Author keywords

Conditional moments; Copula process; Distribution free in finite samples; Least concave majorant; Stochastic monotonicity; Tests invariant to monotone transforms

Indexed keywords

CONDITIONAL MOMENTS; COPULA PROCESS; FINITE SAMPLES; MAJORANT; STOCHASTIC MONOTONICITY;

STATISTICAL TESTS; STOCHASTIC SYSTEMS;

SAMPLING;

EID: 84863988243     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.02.005     Document Type: Article

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