Supplement to “On the Choice of Test Statistic for Conditional Moment Inequalities”
نویسنده
چکیده
This supplementary appendix contains proofs of the results in the main text as well as auxiliary results. Section B contains auxiliary results used in the rest of this appendix. These results are restatements or simple extensions of well known results on uniform convergence, and do not constitute part of the main novel contribution of the paper. Section C of this appendix derives critical values for CvM statistics with variance weights. Section D contains proofs of the results in the body of the paper.
منابع مشابه
Moment Inequalities for Supremum of Empirical Processes of U-Statistic Structure and Application to Density Estimation
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