Some higher-order theory for a consistent non-parametric model specification test

DOI10.1016/S0378-3758(02)00307-5zbMath1008.62042OpenAlexW2061701503MaRDI QIDQ1866255

Yanqin Fan, Oliver B. Linton

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00307-5

zbMATH Keywords

kernel estimationEdgeworth expansionsnonlinear regressionconsistent tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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