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\begin{thebibliography}{}

\harvarditem[Abadir and Magnus]{Abadir and Magnus}{2005}{Abadir:Magnus:05}
\textsc{Abadir, Karim, M.,  {\small and} J.~R. Magnus}  (2005): \emph{Matrix
  Algebra}. Cambridge University Press, New York, NY.

\harvarditem[Andrews, Berry, and Jia]{Andrews, Berry, and
  Jia}{2004}{Andrews/Berry/Jia:04}
\textsc{Andrews, D. W.~K., S.~T. Berry,  {\small and} P.~Jia}  (2004):
  ``Confidence Regions for Parameters in Discrete Games with Multiple
  Equilibria, with an Application to Discount Chain Store Location,'' working
  paper, Cowles Foundation.

\harvarditem[Aradillas-L\'{o}pez and Rosen]{Aradillas-L\'{o}pez and
  Rosen}{2013}{Aradillas-Lopez/Rosen:13}
\textsc{Aradillas-L\'{o}pez, A.,  {\small and} A.~Rosen}  (2013): ``Inference
  in ordered response games with complete information,'' CeMMAP Working Papers,
  CWP33/1.

\harvarditem[Aradillas-L\'{o}pez and Tamer]{Aradillas-L\'{o}pez and
  Tamer}{2008}{Aradillas-Lopez/Tamer:08}
\textsc{Aradillas-L\'{o}pez, A.,  {\small and} E.~Tamer}  (2008): ``The
  Identification Power of Equilibrium in Simple Games,'' \emph{Journal of
  Business \& Economic Statistics}, 26(3), 261--283.

\harvarditem[Beirlant and Mason]{Beirlant and Mason}{1995}{Beirlant/Mason:95}
\textsc{Beirlant, J.,  {\small and} D.~M. Mason}  (1995): ``On the asymptotic
  normality of $L_p$-norms of empirical functionals,'' \emph{Mathematical
  Methods of Statistics}, 4, 1--19.

\harvarditem[Beresteanu, Molchanov, and Molinari]{Beresteanu, Molchanov, and
  Molinari}{2011}{Beresteanu/Molchanov/Molinari:11}
\textsc{Beresteanu, A., I.~Molchanov,  {\small and} F.~Molinari}  (2011):
  ``Sharp Identification Regions in Models With Convex Moment Predictions,''
  \emph{Econometrica}, 79(6), 1785--1821.

\harvarditem[Berry and Tamer]{Berry and Tamer}{2007}{Berry/Tamer:07}
\textsc{Berry, S.~T.,  {\small and} E.~Tamer}  (2007): ``Identification in
  Models of Oligopoly Entry,'' in \emph{Advances in Econometrics, Ninth World
  Congress}, ed. by R.~Blundell, W.~Newey,  {\small and} T.~Persson, vol.~2,
  pp. 46--85. Cambridge University Press.

\harvarditem[Blundell, Browning, and Crawford]{Blundell, Browning, and
  Crawford}{2008}{Blundell/Browning/Crawford:08}
\textsc{Blundell, R., M.~Browning,  {\small and} I.~Crawford}  (2008): ``Best
  Nonparametric Bounds on Demand Responses,'' \emph{Econometrica}, 76(6),
  1227--1262.

\harvarditem[Blundell, Kristensen, and Matzkin]{Blundell, Kristensen, and
  Matzkin}{2014}{Blundell/Kristensen/Matzkin:11}
\textsc{Blundell, R., D.~Kristensen,  {\small and} R.~Matzkin}  (2014):
  ``Bounding quantile demand functions using revealed preference
  inequalities,'' \emph{Journal of Econometrics}, 179(2), 112--127.

\harvarditem[Chen, Linton, and Van~Keilegom]{Chen, Linton, and
  Van~Keilegom}{2003}{Chen/Linton/VanKeilegom:03}
\textsc{Chen, X., O.~Linton,  {\small and} I.~Van~Keilegom}  (2003):
  ``Estimation of semiparametric models when the criterion function is not
  smooth,'' \emph{Econometrica}, 71(5), 1591--1608.

\harvarditem[Chesher and Rosen]{Chesher and Rosen}{2012}{Cheser/Rosen:12}
\textsc{Chesher, A.,  {\small and} A.~Rosen}  (2012): ``Simultaneous Equations
  Models for Discrete Outcomes: Coherence, Completeness, and Identification,''
  CeMMAP working paper CWP21/12.

\harvarditem[Chesher and Rosen]{Chesher and Rosen}{2017}{Cheser/Rosen:13}
\textsc{\BySame{}}  (2017): ``Generalized Instrumental Variable Models,''
  \emph{Econometrica}, 85(3), 959--989.

\harvarditem[Ciliberto and Tamer]{Ciliberto and
  Tamer}{2009}{Ciliberto/Tamer:09}
\textsc{Ciliberto, F.,  {\small and} E.~Tamer}  (2009): ``Market Structure and
  Multiple Equilibria in Airline Markets,'' \emph{Econometrica}, 77(6),
  1791--1828.

\harvarditem[de~Paula]{de~Paula}{2013}{dePaula:13}
\textsc{de~Paula, A.}  (2013): ``Econometric Analysis of Games with Multiple
  Equilibria,'' \emph{Annual Review of Economics}, 5(1), 107--131.

\harvarditem[Durrett]{Durrett}{2010}{Durrett:10}
\textsc{Durrett, R.}  (2010): \emph{Probability: Theory and Examples, Fourth
  Edition}. Cambridge University Press, New York, NY.

\harvarditem[Feller]{Feller}{1966}{Feller:66}
\textsc{Feller, W.}  (1966): \emph{An Introduction to Probability Theory and
  Its Applications, Vol. 2}. John Wiley \& Sons, New York, NY.

\harvarditem[Galichon and Henry]{Galichon and Henry}{2011}{Galichon/Henry:11}
\textsc{Galichon, A.,  {\small and} M.~Henry}  (2011): ``Set Identification in
  Models with Multiple Equilibria,'' \emph{Review of Economic Studies}, 78(4),
  1264Ð1298.

\harvarditem[Gin\'{e}]{Gin\'{e}}{1997}{Gine:97}
\textsc{Gin\'{e}, E.}  (1997): ``Lectures on some aspects of the bootstrap,''
  in \emph{Lectures on Probability Theory and Statistics}, ed. by P.~Bernard,
  vol. 1665 of \emph{Lecture Notes in Mathematics}, pp. 37--151. Springer
  Berlin Heidelberg.

\harvarditem[Gin\'{e}, Mason, and Zaitsev]{Gin\'{e}, Mason, and
  Zaitsev}{2003}{GMZ}
\textsc{Gin\'{e}, E., D.~M. Mason,  {\small and} A.~Y. Zaitsev}  (2003): ``The
  L$_{1}$-norm density estimator process,'' \emph{Annals of Probability}, 31,
  719--768.

\harvarditem[Gin\'{e} and Zinn]{Gin\'{e} and Zinn}{1990}{Gine/Zinn:90}
\textsc{Gin\'{e}, E.,  {\small and} J.~Zinn}  (1990): ``Bootstrapping General
  Empirical Measures,'' \emph{Annals of Probability}, 18(2), 851--869.

\harvarditem[Hoderlein and Stoye]{Hoderlein and
  Stoye}{2014}{Hoderlein:Stoye:13}
\textsc{Hoderlein, S.,  {\small and} J.~Stoye}  (2014): ``Revealed Preferences
  in a Heterogeneous Population,'' \emph{Review of Economics and Statistics},
  96(2), 197--213.

\harvarditem[Horv\'{a}th]{Horv\'{a}th}{1991}{Horvath:91}
\textsc{Horv\'{a}th, L.}  (1991): ``On $L_p$-Norms of Multivariate Density
  Estimators,'' \emph{Annals of Statistics}, 19(4), 1933--1949.

\harvarditem[Imbens and Manski]{Imbens and Manski}{2004}{Imbens/Manski:04}
\textsc{Imbens, G.,  {\small and} C.~F. Manski}  (2004): ``Confidence Intervals
  for Partially Identified Parameters,'' \emph{Econometrica}, 72(6),
  1845--1857.

\harvarditem[Kitamura and Stoye]{Kitamura and Stoye}{2013}{Kitamura:Stoye:13}
\textsc{Kitamura, Y.,  {\small and} J.~Stoye}  (2013): ``Nonparametric Analysis
  of Random Utility Models: Testing,'' Discussion Paper 1902, Cowles
  Foundation.

\harvarditem[Lee, Song, and Whang]{Lee, Song, and Whang}{2013}{LSW}
\textsc{Lee, S., K.~Song,  {\small and} Y.-J. Whang}  (2013): ``Testing
  Functional Inequalities,'' \emph{Journal of Econometrics}, 172(1), 14--32.

\harvarditem[Lee, Song, and Whang]{Lee, Song, and Whang}{2015}{LSW-quantile:15}
\textsc{Lee, S., K.~Song,  {\small and} Y.-J. Whang}  (2015): ``Uniform
  Asymptotics for Nonparametric Quantile Regression with an Application to
  Testing Monotonicity,'' ar{X}iv working paper, ar{X}iv:1506.05337.

\harvarditem[Linton, Song, and Whang]{Linton, Song, and
  Whang}{2010}{Linton/Song/Whang:10}
\textsc{Linton, O., K.~Song,  {\small and} Y.-J. Whang}  (2010): ``An improved
  bootstrap test of stochastic dominance,'' \emph{Journal of Econometrics},
  154(2), 186--202.

\harvarditem[Magnus and Neudecker]{Magnus and
  Neudecker}{2001}{Magnus:Neudecker:01}
\textsc{Magnus, J.~R.,  {\small and} H.~Neudecker}  (2001): \emph{Matrix
  Differential Calculus with Applications in Statistics and Econometrics}. John
  Wiley \& Sons, New York, NY.

\harvarditem[Manski]{Manski}{2003}{Manski:03}
\textsc{Manski, C.~F.}  (2003): \emph{Partial Identification of Probability
  Distributions}. Springer-Verlag, New York.

\harvarditem[Manski]{Manski}{2007}{Manski:07}
\textsc{\BySame{}}  (2007): \emph{Identification for Prediction and Decision}.
  Harvard University Press, New York.

\harvarditem[Manski and Pepper]{Manski and Pepper}{2000}{Manski/Pepper:00}
\textsc{Manski, C.~F.,  {\small and} J.~V. Pepper}  (2000): ``Monotone
  Instrumental Variables: With an Application to the Returns to Schooling,''
  \emph{Econometrica}, 68(4), 997--1010.

\harvarditem[Mason and Polonik]{Mason and Polonik}{2009}{Mason/Polonik:09}
\textsc{Mason, D.~M.,  {\small and} W.~Polonik}  (2009): ``Asymptotic normality
  of plug-in level set estimates,'' \emph{Annals of Applied Probability}, 19,
  1108--1142.

\harvarditem[Massart]{Massart}{2007}{Massart:07}
\textsc{Massart, P.}  (2007): \emph{Concentration Inequalities and Model
  Selection}. Springer-Verlag, Berlin Heidelberg.

\harvarditem[Shergin]{Shergin}{1993}{Shergin:93}
\textsc{Shergin, V.~V.}  (1993): ``Central limit theorem for finitely-dependent
  random variables,'' \emph{Journal of Mathematical Sciences}, 67, 3244--3248.

\harvarditem[Sweeting]{Sweeting}{1977}{Sweeting:77}
\textsc{Sweeting, T.~J.}  (1977): ``Speeds of convergence in the
  multidimensional central limit theorem,'' \emph{Annals of Probability}, 5,
  28--41.

\harvarditem[Tamer]{Tamer}{2003}{Tamer:03}
\textsc{Tamer, E.}  (2003): ``Incomplete Simultaneous Discrete Response Model
  with Multiple Equilibria,'' \emph{Review of Economic Studies}, 70(1),
  147--165.

\harvarditem[Tamer]{Tamer}{{2010}}{Tamer:10}
\textsc{\BySame{}}  ({2010}): ``{Partial Identification in Econometrics},''
  \emph{{Annual Review of Economics}}, {2}, {167--195}.

\harvarditem[van~der Vaart]{van~der Vaart}{1998}{VanDerVaart:98}
\textsc{van~der Vaart, A.~W.}  (1998): \emph{Asymptotic Statistics}. Cambridge
  University Press, New York, NY.

\end{thebibliography}