Distribution free testing for conditional distributions given covariates

DOI10.1016/J.SPL.2017.06.026MaRDI QIDQ1687241zbMATH OpenOpenAlexFDO

Authors Estáte V. Khmaladze

Publication date 22 December 2017

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

Full work available at URL https://doi.org/10.1016/j.spl.2017.06.026

zbMATH Keywords

empirical processunitary operatorsorthogonal projectionsparametric modelsKiefer process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)

Recommendations

• Asymptotically optimal tests for conditional distributions
• A Conditional Kolmogorov Test
• Distribution-free specification tests of conditional models
• Testing Conditional Independence Restrictions
• Strongly consistent nonparametric tests of conditional independence

Cites work

• scientific article; zbMATH DE number 3784012 (Why is no real title available?)
• A new approach to distribution free tests in contingency tables
• Asymptotic Statistics
• Distribution-free specification tests of conditional models
• Gaussian measures in Banach spaces
• Goodness of fit problem and scanning innovation martingales
• Inference on the Quantile Regression Process
• Martingale transforms goodness-of-fit tests in regression models.
• Nonparametric model checks for regression
• Note on distribution free testing for discrete distributions
• Quantile regression.
• Unitary transformations, empirical processes and distribution free testing
• Weak convergence and empirical processes. With applications to statistics
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(6)

• Projection approach to distribution-free testing for point processes. Regular models
• Distribution free goodness of fit testing of grouped Bernoulli trials
• Distribution-free tests of subhypotheses
• On distribution-free tests for bivariate observations
• Randomized empirical processes by algebraic groups, and tests for weak null hypotheses
• Distribution-free multiple testing

This page was built for publication: Distribution free testing for conditional distributions given covariates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1687241)