Testing for overconfidence statistically: A moment inequality approach

Journal of Applied Econometrics ◽

10.1002/jae.2780 ◽

2020 ◽

Vol 35 (7) ◽

pp. 879-892 ◽

Cited By ~ 1

Author(s):

Yanchun Jin ◽

Ryo Okui

Keyword(s):

Moment Inequality

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Local Linearization Based Subvector Inference in Moment Inequality Models

SSRN Electronic Journal ◽

10.2139/ssrn.3992059 ◽

2021 ◽

Author(s):

Xinyue Bei

Keyword(s):

Moment Inequality ◽

Local Linearization

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A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models

SSRN Electronic Journal ◽

10.2139/ssrn.2540091 ◽

2014 ◽

Cited By ~ 4

Author(s):

Timothy B. Armstrong

Keyword(s):

Confidence Intervals ◽

Moment Inequality ◽

Minimax Testing

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Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach

10.3386/w19486 ◽

2013 ◽

Cited By ~ 2

Author(s):

Michael Dickstein ◽

Eduardo Morales

Keyword(s):

Binary Choice ◽

Moment Inequality ◽

Structural Error

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A Moment Inequality and Monotonicity of an Algorithm

Lecture Notes in Economics and Mathematical Systems - Semi-Infinite Programming and Applications ◽

10.1007/978-3-642-46477-5_17 ◽

1983 ◽

pp. 249-260 ◽

Cited By ~ 21

Author(s):

Ben Torsney

Keyword(s):

Moment Inequality

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Moment Inequality, Rosenthal's

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess6031.pub2 ◽

2006 ◽

Keyword(s):

Moment Inequality

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An application of rosenthal's moment inequality to the strong law of large numbers

Statistics & Probability Letters ◽

10.1016/0167-7152(85)90050-1 ◽

1985 ◽

Vol 3 (3) ◽

pp. 131-133 ◽

Cited By ~ 7

Author(s):

Rainer Wittmann

Keyword(s):

Law Of Large Numbers ◽

Moment Inequality ◽

Strong Law ◽

Large Numbers

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A moment inequality with an application to the central limit theorem

Scandinavian Actuarial Journal ◽

10.1080/03461238.1956.10414946 ◽

1956 ◽

Vol 1956 (2) ◽

pp. 160-170 ◽

Cited By ~ 22

Author(s):

C. G. Esseen

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Moment Inequality ◽

The Central Limit Theorem

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Rosenthal's Moment Inequality

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess2306 ◽

2004 ◽

Keyword(s):

Moment Inequality

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Testing for Overconfidence Statistically: A Moment Inequality Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3108326 ◽

2018 ◽

Author(s):

Yanchun Jin ◽

Ryo Okui

Keyword(s):

Moment Inequality

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A maximal moment inequality for -mixing sequences and its applications

Statistics & Probability Letters ◽

10.1016/j.spl.2009.02.016 ◽

2009 ◽

Vol 79 (12) ◽

pp. 1429-1437 ◽

Cited By ~ 5

Author(s):

Guodong Xing ◽

Shanchao Yang ◽

Aiwu Chen

Keyword(s):

Moment Inequality ◽

Mixing Sequences ◽

Maximal Moment Inequality ◽

Maximal Moment

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