Browsing by Subject "Bootstrap"
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(Vanderbilt University, 2009)This paper considers the general problem of testing multiple inequality moment restrictions against an unrestricted alternative. We first introduce a test based on a maximum statistic and show how, via a partially recentered ...
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(Vanderbilt University, 2009)This paper introduces a computationally efficient bootstrap procedure for obtaining multiplicity-adjusted p-values in situations where multiple hypotheses are tested simultaneously. This new testing procedure accounts for ...