Tests of Stochastic Monotonicity with Improved Size and Power Properties

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主讲人	Juwon Seo	简介	<p>We develop improved statistical procedures for testing stochastic monotonicity. While existing tests rely on the least favorable models, we use data dependent critical values to raise the limiting rejection rate of the test to the nominal significance level over a wide region of the null hypothesis. This improves power against relevant local alternatives. To show the validity of our approach we draw on recent results on the directional differentiability of the least concave majorant operator, and on bootstrap inference when smoothness conditions sufficient to apply the functional delta method for the bootstrap are not satisfied.</p>
时间	2015-11-06(Friday)16:40-18:00	地点	N303, Econ Building
讲座语言	English	主办单位	WISE & SOE
承办单位		类型	系列讲座
联系人信息		主持人	Qingliang Fan
专题网站		专题
主讲人简介	<p>Assistant Professor, National University of Singapore</p> <p><a href="/Events/Upload/File/2015/11/20151102083643884.pdf"><u><strong><span style="color: rgb(0, 0, 255);">Prof. Juwon Seo's CV</span></strong></u></a></p>	期数	厦门大学高级计量经济学与统计学系列讲座2015秋季学期第五讲（总第68讲）

系列讲座