Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exact Testing of Many Moment Inequalities Against Multiple Violations   This paper considers the problem of testing many moment inequalities, where
the number of moment inequalities ($p$) is possibly larger than the sample size
($n$). Chernozhukov et al. (2019) proposed asymptotic tests for this problem
using the maximum $t$ statistic. We observe that such tests can have low power
if multiple inequalities are violated. As an alternative, we propose novel
randomization tests based on a maximum non-negatively weighted combination of
$t$ statistics. We provide a condition guaranteeing size control in large
samples. Simulations show that the tests control size in small samples ($n =
30$, $p = 1000$), and often has substantially higher power against alternatives
with multiple violations than tests based on the maximum $t$ statistic.

33
The categories of this paper are: plasm-ph
35
The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an
5
The categories of this paper are: gr-qc
26
The categories of this paper are: bayes-an
23
The categories of this paper are: solv-int
20
The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th
22
The categories of this paper are: chao-dyn
3
The categories of this paper are: physics
27
The categories of this paper are: comp-gas
14
The categories of this paper are: math-ph
7
The categories of this paper are: hep-th