A smooth nonparametric conditional density test for categorical responses

DOI10.1017/S0266466612000382MaRDI QIDQ2845025zbMATH OpenFDO

Authors Li Cong, Jeffrey S. Racine

Publication date 22 August 2013

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466612000382

zbMATH Keywords

conditional density modelskernel-based specification testMonte Carlo simulationsparametric binary choice models

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
• Testing parametric conditional distributions using the nonparametric smoothing method
• A Conditional Kolmogorov Test
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• A consistent test of conditional parametric distributions

Cites work

• A class of smooth estimators for discrete distributions
• A consistent test of conditional parametric distributions
• Multivariate binary discrimination by the kernel method
• On specification testing of ordered discrete choice models
• Specification Tests for the Multinomial Logit Model

Cited in

(1)

• New goodness-of-fit diagnostics for conditional discrete response models

This page was built for publication: A smooth nonparametric conditional density test for categorical responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2845025)