Testing parametric conditional distributions using the nonparametric smoothing method (Q453724): Difference between revisions

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+Goodness-of-fit tests for kernel regression with an application to option implied volatilities
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+A Conditional Kolmogorov Test
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+On some global measures of the deviations of density function estimates
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+Tailor-made tests for goodness of fit to semiparametric hypotheses
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+Testing goodness of fit via nonparametric function estimation techniques
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+Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
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+Test Statistics Derived as Components of Pearson's Phi-Squared Distance Measure
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+The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Nonparametric smoothing and lack-of-fit tests
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+Semiparametric Estimation of Index Coefficients
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+A quadratic measure of deviation of two-dimensional density estimates and a test of independence
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+A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
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+Testing for discrete choice models
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