2019/09/04 by Tatiana Komarova, Komarova, Tatiana, Javier Hidalgo +1 · 1 citation
Computer Science · Mathematics · #62G08 #62G10 #Bayesian Methods and Mixture Models #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1909.01675
openalex publication_date 2019/09/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, r-convexity, among others, in a nonparametric framework using partial sums empirical processes. We show that, after a suitable transformation, its asymptotic distribution is a functional of the standard Brownian motion, so that critical values are available. However, due to the possible poor approximation of the asymptotic critical values to the finite sample ones, we also describe a valid bootstrap algorithm.