$H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency

Testing Restrictions in Nonparametric Efficiency Models

This paper discusses statistical procedures for testing various restrictions in the context of nonparametric models of technical efficiency. In particular, tests for whether inputs or outputs are irrelevant, as well as tests of whether inputs or outputs may be aggregated are formulated. Bootstrap estimation procedures which yield appropriate critical values for the test statistics are also prov...

Nonparametric Independence Testing for Small Sample Sizes

This paper deals with the problem of nonparametric independence testing, a fundamental decisiontheoretic problem that asks if two arbitrary (possibly multivariate) random variables X,Y are independent or not, a question that comes up in many fields like causality and neuroscience. While quantities like correlation of X,Y only test for (univariate) linear independence, natural alternatives like ...

Nonparametric Efficiency Estimation in Stochastic Environments (II): Noise-to-Signal Estimation, Finite Sample Performance and Hypothesis Testing

We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the nonparametric efficiency estimation technique proposed in Cherchye, L., T. Kuosmanen and G.T.Post (2001) 'Nonparametric efficiency estimation in stochastic environments', forthcoming in Operations Research. In addition, we apply the technique for analyzing European banks. 5001-6182 Bus...

Nonparametric Bayesian Topic Modelling with the Hierarchical Pitman-Yor Processes

This supplementary material looks at performing Bayesian inference on the Twitter-Network Topic Model (TNTM) presented in the main article. In the TNTM, combining a GP with a HPYP makes its posterior inference non-trivial. Hence, we employ approximate inference by alternatively performing MCMC sampling on the HPYP topic model and the network model, conditioned on each other. For the HPYP topic ...

Testing For Efficiency Wages In Iran