A Consistent Nonparametric Test of Affiliation in Auction Models

Abstract

We propose a new nonparametric test of affiliation, a strong form of positive dependence with independence as a special, knife–edge, case. The test is consistent against all departures from the null of affiliation, and its null distribution is standard normal. Like most nonparametric tests, a sample–size dependent input parameter is needed. We provide an… (More)
View Slides

Topics

7 Figures and Tables

Slides referencing similar topics