Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298)

scientific article

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English	Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications	scientific article

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instance of

scholarly article

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title

Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (English)

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author

Juan Carlos Escanciano

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David T. Jacho-Chávez

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published in

Computational Statistics and Data Analysis

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publication date

6 April 2010

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describes a project that uses

AS 155

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2008.05.016

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Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form

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Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables

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Subsampling

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An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median

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CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

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Weak convergence and empirical processes. With applications to statistics

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Identifiers

zbMATH Open document ID

1464.62065

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DOI

10.1016/j.csda.2008.05.016

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:962298