Selected Publications

Testing for a general class of functional inequalities

In this article, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]

Sokbae (Simon) Lee, Song, Kyungchul, Yoon-Jae Whang
1 December 2017 | Journal Article
Testing functional inequalities

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a […]

Sokbae (Simon) Lee, Song, Kyungchul, Yoon-Jae Whang
31 January 2013 | Journal Article

Previous version

Testing functional inequalities
Sokbae (Simon) Lee, Kyungchui (Kevin) Song, Yoon-Jae Whang
22 February 2011 | CWP12/11
An improved bootstrap test of stochastic dominance

We propose a new method of testing stochastic dominance which improves on existing tests based on […]

Oliver Linton, Song, Kyungchul, Yoon-Jae Wang
28 February 2010 | Journal Article

Previous version

Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Oliver Linton, Kyungchui (Kevin) Song, Yoon-Jae Whang
10 March 2008 | CWP08/08