• Corpus ID: 236447623

A Unifying Framework for Testing Shape Restrictions

@inproceedings{Fang2021AUF,
  title={A Unifying Framework for Testing Shape Restrictions},
  author={Zheng Fang},
  year={2021}
}
  • Z. Fang
  • Published 26 July 2021
  • Economics
This paper makes the following original contributions. First, we develop a unifying framework for testing shape restrictions based on the Wald principle. The test has asymptotic uniform size control and is uniformly consistent. Second, we examine the applicability and usefulness of some prominent shape enforcing operators in implementing our framework. In particular, in stark contrast to its use in point and interval estimation, the rearrangement operator is inapplicable due to a lack of… 

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