A uniform model selection test for semiparametric models

DOI10.1016/J.SPL.2026.110658MaRDI QIDQ7255823zbMATH OpenFDO

Authors Francesco Bravo

Publication date 1 June 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110658

zbMATH Keywords

exponential tiltingstrong mixinguniform size control

Mathematics Subject Classification ID

Limit theorems in probability theory (60Fxx) Nonparametric inference (62Gxx) Applications of statistics (62Pxx)

Cites work

• A general central limit theorem for strong mixing sequences
• A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
• Ambiguity aversion and model misspecification: an economic perspective
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Nonnested testing in models estimated via generalized method of moments
• Semiparametric estimation of moment condition models with weakly dependent data

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