Testing many constraints in possibly irregular models using incomplete U -statistics
用不完全 U 统计量检验可能不规则模型中的大量约束
Abstract We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order or even larger than the number of observed samples. Moreover, standard distributional approximations may be invalid due to irregularities in the null hypothesis. We propose a general testing methodology that aims to circumvent…