A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041): Difference between revisions

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Revision as of 02:18, 20 March 2024

scientific article; zbMATH DE number 7484561
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A specification test for dynamic conditional distribution models with function-valued parameters
scientific article; zbMATH DE number 7484561

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    A specification test for dynamic conditional distribution models with function-valued parameters (English)
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    4 March 2022
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    distributional regression
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    dynamic misspecification
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    empirical processes
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    quantile regression
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    subsampling
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