Model check by kernel methods under weak moment conditions.

DOI10.1016/S0167-9473(00)00043-8MaRDI QIDQ5941112zbMATH OpenOpenAlexFDO

Authors I. A. Ahmad, Xiaohong Chen, Qi Li

Publication date 20 August 2001

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(00)00043-8

zbMATH Keywords

BandwidthConsistent testsKernel smoothingMoment conditionsSimulations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10)

Recommendations

• Consistent specification testing for conditional moment restrictions
• Nonparametric tests of moment condition stability
• Adaptive tests of conditional moment inequalities
• A Conditional Kolmogorov Test
• A consistent nonparametric test of parametric regression models under conditional quantile restrictions

Cites work

• Asymptotic Theory of Integrated Conditional Moment Tests
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• Comparing nonparametric versus parametric regression fits
• Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
• scientific article; zbMATH DE number 472958 (Why is no real title available?)
• Nonparametric model checks for regression
• Testing goodness-of-fit in regression via order selection criteria
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• The Stationary Bootstrap

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