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Testing for a general class of functional inequalities

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  • Sokbae (Simon) Lee
  • Kyungchui (Kevin) Song
  • Yoon-Jae Whang

Abstract

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a unied framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and revealed preferences. Our test involves a one-sided version of Lp functionals of kernel-type estimators (1

Suggested Citation

  • Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers 09/14, Institute for Fiscal Studies.
    • Handle: RePEc:azt:cemmap:09/14
    DOI: 10.1920/wp.cem.2014.0914
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    References listed on IDEAS

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