A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974)

scientific article; zbMATH DE number 7484504

Language	Label	Description	Also known as
English	A Projection-Based Nonparametric Test of Conditional Quantile Independence	scientific article; zbMATH DE number 7484504

Statements

instance of

scholarly article

0 references

title

A Projection-Based Nonparametric Test of Conditional Quantile Independence (English)

0 references

0 references

0 references

4 March 2022

0 references

zbMATH Keywords

banks

0 references

conditional quantiles

0 references

conditional independence

0 references

dimension reduction

0 references

nonparametric tests

0 references

stochastic processes

0 references

systemic risk

0 references

U-statistic

0 references

describes a project that uses

CAViaR

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/07474938.2019.1690192

0 references

cites work

Goodness-of-fit tests for kernel regression with an application to option implied volatilities

0 references

Functional estimation for time series: Uniform convergence properties

0 references

The law of large numbers for $U$-statistics under absolute regularity

0 references

On the bootstrap of $U$ and $V$ statistics

0 references

Q3886625

0 references

Consistent model specification tests

0 references

Asymptotic Theory of Integrated Conditional Moment Tests

0 references

Q5560061

0 references

Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes

0 references

Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation

0 references

Nonparametric statistics for stochastic processes. Estimation and prediction.

0 references

REGRESSION QUANTILES FOR TIME SERIES

0 references

MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS

0 references

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

0 references

International market links and volatility transmission

0 references

Marcinkiewicz-Zygmund strong laws for $U$-statistics of weakly dependent observations

0 references

Significance testing in nonparametric regression based on the bootstrap.

0 references

A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

0 references

Specification tests of parametric dynamic conditional quantiles

0 references

Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

0 references

CONSISTENT MODEL SPECIFICATION TESTS

0 references

Data-driven rate-optimal specification testing in regression models

0 references

UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION

0 references

Methods for Estimating a Conditional Distribution Function

0 references

UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

0 references

Optimal smoothing in single-index models

0 references

Strong uniform consistency rates for estimators of conditional functionals

0 references

Granger causality in risk and detection of extreme risk spillover between financial markets

0 references

An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

0 references

A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE

0 references

A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE

0 references

Q4281429

0 references

Quantile Autoregression

0 references

Breaking the curse of dimensionality in nonparametric testing

0 references

NONPARAMETRIC SIGNIFICANCE TESTING

0 references

Money–Income Granger-Causality in Quantiles

0 references

Consistent model specification tests for time series econometric models

0 references

Q3428623

0 references

Testing Conditional Independence Restrictions

0 references

Consistent Testing for Stochastic Dominance under General Sampling Schemes

0 references

Q5598785

0 references

Choosing a Point from the Surface of a Sphere

0 references

Uniform Convergence in Probability and Stochastic Equicontinuity

0 references

Subsampling

0 references

A quadratic measure of deviation of two-dimensional density estimates and a test of independence

0 references

An Edgeworth expansion for the $m$ out of $n$ bootstrapped median

0 references

Testing conditional independence via Rosenblatt transforms

0 references

Optimal global rates of convergence for nonparametric regression

0 references

A consistent characteristic function-based test for conditional independence

0 references

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

0 references

Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression

0 references

Testing conditional independence via empirical likelihood

0 references

Testing for Granger-causality in quantiles

0 references

Nonparametric function estimation involving time series

0 references

CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH

0 references

Limiting behavior of U-statistics for stationary, absolutely regular processes

0 references

Q3365350

0 references

Identifiers

zbMATH Open document ID

1490.62111

0 references

DOI

10.1080/07474938.2019.1690192

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5860974