In the spirit of Scheffé (1953) relating multiple Student comparison to classical F-testing in the normal case; a theory relating delta multiple comparison to likelihood ratio testing is described. It ...
If random variables in one set are defined as explicit functions of random variables in a second set, Taylor series expansion (the delta method) may be used to prove the asymptotic normality of the ...
Moment inequalities provide a framework to extract reliable information from models where parameters cannot be precisely identified. Owing to either optimisation behaviour by individual agents or ...