Testing For Stochasticmonotonicity
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- Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, March.
- Lee, Sokbae & Linton, Oliver & Whang, Yoon-Jae, 2006. "Testing for stochastic monotonicity," LSE Research Online Documents on Economics 4425, London School of Economics and Political Science, LSE Library.
- Sokbae (Simon) Lee & Oliver Linton & Yoon-Jae Whang, 2008. "Testing for stochastic monotonicity," CeMMAP working papers CWP21/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
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Keywords
Distribution function; Extreme Value Theory; Gaussian Process; Monotonicity.;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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