Yoon-Jae Whang

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All published works

Action	Title	Year	Authors
+ PDF Chat	Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	2024	Ruofan Xu Jiti Gao Tatsushi Oka Yoon–Jae Whang
+ PDF Chat	Inference on distribution functions under measurement error	2019	Karun Adusumilli Daisuke Kurisu Taisuke Otsu Yoon–Jae Whang
+	Stochastic Dominance with Covariates	2019	Yoon-Jae Whang
+ PDF Chat	Testing for non-nested conditional moment restrictions using unconditional empirical likelihood	2011	Taisuke Otsu Myung Hwan Seo Yoon–Jae Whang

Common Coauthors

Coauthor	Papers Together
Taisuke Otsu	2
Karun Adusumilli	1
Tatsushi Oka	1
Ruofan Xu	1
Jiti Gao	1
Myung Hwan Seo	1
Daisuke Kurisu	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	2
+	Comparison and anti-concentration bounds for maxima of Gaussian random vectors	2016	Kengo Kato Denis Chetverikov Victor Chernozhukov	1
+	Testing nested or non-nested hypotheses	1983	Christian Gouriéroux Alain Monfort Alain Trognon	1
+	Tests of Separate Families of Hypotheses	1961	David Cox	1
+ PDF Chat	On deconvolution with repeated measurements	2008	Aurore Delaigle Peter Hall Alexander Meister	1
+	Alternative Semi‐parametric Likelihood Approaches to Generalised Method of Moments Estimation	1997	Richard J. Smith	1
+	A New Method for Testing Separate Families of Hypotheses	1985	Wei‐Yin Loh	1
+ PDF Chat	Empirical Likelihood Ratio Confidence Regions	1990	Art B. Owen	1
+	A simulation approach to the problem of computing Cox's statistic for testing nonnested models	1993	M. Hashem Pesaran Bahram Pesaran	1
+ PDF Chat	Quantile regression for longitudinal data	2004	Roger Koenker	1
+	On the effect of estimating the error density in nonparametric deconvolution	1997	Michael H. Neumann Ola Hössjer	1
+ PDF Chat	On Some Global Measures of the Deviations of Density Function Estimates	1973	Peter J. Bickel M. Rosenblatt	1
+ PDF Chat	Non-Parametric Confidence Bands in Deconvolution Density Estimation	2007	Nicolai Bissantz Lutz Dümbgen Hajo Holzmann Axel Munk	1
+	The Encompassing Principle and its Application to Testing Non-Nested Hypotheses	1986	Grayham E. Mizon Jean‐François Richard	1
+	Deconvolving kernel density estimators	1990	Leonard A. Stefanski Raymond J. Carroll	1
+	Confidence bands for inverse regression models	2010	Mélanie Birke Nicolai Bissantz Hajo Holzmann	1
+	Asymptotic Normality of Kernel-Type Deconvolution Estimators	2005	Bert van Es Hae‐Won Uh	1
+	Bootstrap bandwidth selection in kernel density estimation from a contaminated sample	2004	Aurore Delaigle Irène Gijbels	1
+	Sieve Empirical Likelihood and Extensions of the Generalized Least Squares	2003	Jian Zhang Irène Gijbels	1
+ PDF Chat	Model specification tests against non-nested alternatives	1983	James G. MacKinnon	1
+	Tests of non-nested regression models some results on small sample behaviour and the bootstrap	1998	L. G. Godfrey	1
+ PDF Chat	An IV Model of Quantile Treatment Effects	2004	Victor Chernozhukov Christian Hansen	1
+	Asymptotic Results for Generalized Wald Tests	1987	Donald W. K. Andrews	1
+	The blockwise bootstrap for general empirical processes of stationary sequences	1995	Peter Bühlmann	1
+	Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators	1998	Tong Li Quang Vuong	1
+	Empirical likelihood estimation and consistent tests with conditional moment restrictions	2003	Stephen G. Donald Guido W. Imbens Whitney K. Newey	1
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	1
+ PDF Chat	Testing conditional moment restrictions	2003	Gautam Tripathi Yuichi Kitamura	1
+	An introduction to econometric applications of empirical process theory for dependent random variables	1993	Donald W. K. Andrews	1
+	Anti-concentration and honest, adaptive confidence bands	2016	Victor Chernozhukov Denis Chetverikov Kengo Kato	1
+ PDF Chat	Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses	1989	Quang Vuong	1
+ PDF Chat	GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS	2003	Han Hong Bruce Preston Matthew Shum	1
+	On deconvolution of distribution functions	2011	Itai Dattner Alexander Goldenshluger Anatoli Juditsky	1
+	Semiparametric Estimation of Index Coefficients	1989	James L. Powell James H. Stock Thomas M. Stoker	1
+	Consistent model specification tests	1982	Herman J. Bierens	1
+	Bootstrapping robust regression	1982	Galen R. Shorack	1
+	Density deconvolution from repeated measurements without symmetry assumption on the errors	2015	Fabienne Comte Johanna Kappus	1
+ PDF Chat	The Jackknife and the Bootstrap for General Stationary Observations	1989	Hans R. Künsch	1
+ PDF Chat	Confidence Bands in Non-Parametric Errors-In-Variables Regression	2014	Aurore Delaigle Peter Hall Farshid Jamshidi	1
+	An Information-Theoretic Alternative to Generalized Method of Moments Estimation	1997	Yuichi Kitamura Michael J. Stutzer	1
+	Confidence bands for multivariate and time dependent inverse regression models	2015	Katharina Proksch Nicolai Bissantz Holger Dette	1
+	Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments	1992	Richard J. Smith	1
+	Robust Tests for Heteroscedasticity Based on Regression Quantiles	1982	Roger Koenker Gilbert W. Bassett	1
+ PDF Chat	Empirical Likelihood and General Estimating Equations	1994	Qin Jin Jerry Lawless	1
+ PDF Chat	On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems	1991	Jianqing Fan	1
+ PDF Chat	Some limit theorems for the empirical process indexed by functions	1987	J. E. Yukich	1
+	Invariance principles for absolutely regular empirical processes	1995	Paul Doukhan Pascal Massart E. Rio	1
+	The bootstrap for empirical processes based on stationary observations	1996	Dragan Radulović	1
+	Generalized empirical likelihood non-nested tests	2002	Joaquim J.S. Ramalho Richard J. Smith	1
+	Multinomial Goodness-Of-Fit Tests	1984	Noel Cressie Timothy R. C. Read	1