Related papers: Locally Regular and Efficient Tests in Non-Regular…
Wald-type tests are convenient because they allow one to test a wide array of linear and nonlinear restrictions from a single unrestricted estimator; we focus on the problem of implementing Wald-type tests for nonlinear restrictions. We…
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…
Recent proposed ``loophole-free'' Bell tests are discussed in the light of classical models for the relevant features of optical parametric amplification and homodyne detection. The Bell tests themselves are uncontroversial: there are no…
We prove the $C^{\alpha}$ regularity for weak solutions to a class of ultraparabolic equation, with measurable coefficients. The results generalized our recent $C^{\alpha}$ regularity results of Prandtl's system to high dimensional cases.
This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the return series T. We introduce a maximum-type test that…
This paper addresses the problem of semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables. We characterize such an efficiency bound, that in general is not explicit, as a limit of…
Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…
Many flexible families of positive random variables exhibit non-closed forms of the density and distribution functions and this feature is considered unappealing for modelling purposes. However, such families are often characterized by a…
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…
This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of $L_p$-type functionals of kernel estimators $(1 \leq p < \infty)$. Drawing on the approach of…
We establish maximal local regularity results of weak solutions or local minimizers of \[ \operatorname{div} A(x, Du)=0 \quad\text{and}\quad \min_u \int_\Omega F(x,Du)\,dx, \] providing new ellipticity and continuity assumptions on $A$ or…
We study approximability of regular constraint satisfaction problems, i.e., CSPs where each variable in an instance has the same number of occurrences. In particular, we show that for any CSP $\Lambda$, existence of an $\alpha$…
Many beautiful experiments have been addressed to test standard quantum mechanics against local realistic models. Even if a strong evidence favouring standard quantum mechanics is emerged, a conclusive experiment is still lacking, because…
Recently, Sturma, Drton, and Leung proposed a general-purpose stochastic method for hypothesis testing in models defined by polynomial equality and inequality constraints. Notably, the method remains theoretically valid even near irregular…
This paper examines asymptotic properties of local M-estimators under three sets of high-level conditions. These conditions are sufficiently general to cover the minimum volume predictive region, conditional maximum score estimator for a…
In this work we establish local $C^{2,\alpha}$ regularity estimates for flat solutions to non-convex fully nonlinear elliptic equations provided the coefficients and the source function are of class $C^{0,\alpha}$. For problems with merely…
We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance. The…
A certain class of parametric down-conversion Bell type experiments has the following features. In the idealized perfect situation it is in only 50% of cases that each observer receives a photon; in the other 50% of cases one observer…
We prove local $C^{1,\alpha}$ estimates of solutions for the parallel refractor and reflector problems under local assumptions on the target set $\Sigma$, and no assumptions are made on the smoothness of the densities.