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math.ST2019
Directing Power Towards Conic Parameter Subspaces
Nick Koning
For a high-dimensional parameter of interest, tests based on quadratic statistics are known to have low power against subsets of the parameter space (henceforth, parameter subspace…
math.ST2019★ 3 cited
Exact Testing of Many Moment Inequalities Against Multiple Violations
Nick Koning, Paul Bekker
This paper considers the problem of testing many moment inequalities, where the number of moment inequalities () is possibly larger than the sample size (). Chernozhukov et a…