Yoon-Jae Whang
Selected Publications
This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a […]
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We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]
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The so-called leverage hypothesis is that negative shocks to prices/returns aff ect volatility more than equal […]
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This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a […]
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We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider […]
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This paper develops methodology for nonparametric estimation of a polarization measure due to Anderson (2004) and […]
This paper presents a new estimator for the mixed proportional hazard model that allows for a […]
We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in […]
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We propose a new method of testing stochastic dominance which improves on existing tests based on […]