Tailor-made tests for goodness of fit to semiparametric hypotheses

From MaRDI portal
Revision as of 03:21, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2497179


DOI10.1214/009053606000000137zbMath1092.62050arXivmath/0607014MaRDI QIDQ2497179

Thomas M. Stoker, Ya'acov Ritov, Peter J. Bickel

Publication date: 3 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607014


62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G09: Nonparametric statistical resampling methods

62M99: Inference from stochastic processes


Related Items

TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES, Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density, Nonparametric Testing of an Exclusion Restriction in Quantile Regression, Specification tests for the propensity score, Testing parametric conditional distributions using the nonparametric smoothing method, Asymptotically distribution-free tests for the volatility function of a diffusion, Testing single-index restrictions with a focus on average derivatives, Data-driven smooth tests for a location-scale family revisited, Frequentist-Bayes lack-of-fit tests based on Laplace approximations, Informative statistical analyses using smooth goodness of fit tests, From the early days of the semiparametric field: a conversation with Ya'acov Ritov, On asymptotically optimal tests under loss of identifiability in semiparametric models, Tests and diagnostics for heterogeneity in the species problem, Discussion of: Brownian distance covariance, Statistical modeling: The two cultures. (With comments and a rejoinder)., Hypothesis testing for high-dimensional multinomials: a selective review, Inference on the endpoint of human lifespan and its inherent statistical difficulty, Discussion on the paper by Holger Rootzén and Dmitrii Zholud, Testing for discrete choice models, Two-step semiparametric empirical likelihood inference, Goodness-of-fit testing the error distribution in multivariate indirect regression, Testing the isotropy of high energy cosmic rays using spherical needlets, Some deficiencies of \(\chi^2\) and classical exact tests of significance, Specification analysis of linear quantile models, A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS, A Model Validation Procedure when Covariate Data are Missing at Random, Improving variance function estimation in semiparametric longitudinal data analysis, Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View, ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations



Cites Work