Can I read Testing Shape Restrictions via Projection on EtoBox?
Testing Shape Restrictions via Projection by schokoticket is a document available to read on EtoBox.
What is Testing Shape Restrictions via Projection about?
This paper introduces a projection framework for testing shape restrictions that form convex cones, providing a uniformly valid and asymptotically nonconservative test. The authors utilize the geometric structure of convex cones to develop a bootstrap procedure that simplifies critical value computation without local parameter estimation. The framework is applicable to various models, including nonparametric regression, and allows for joint testing of multiple restrictions, enhancing the power and efficienc
- Author
- schokoticket
- Language
- EN