Testing distributional assumptions using a continuum of moments
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Publication:2227064
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Cites work
- scientific article; zbMATH DE number 3143188 (Why is no real title available?)
- scientific article; zbMATH DE number 47315 (Why is no real title available?)
- scientific article; zbMATH DE number 3028457 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A consistent characteristic function-based test for conditional independence
- A consistent test for multivariate normality based on the empirical characteristic function
- A regularized goodness-of-fit test for copulas
- A test for normality based on the empirical characteristic function
- A test for normality based on the empirical characteristic function
- Applications of empirical characteristic functions in some multivariate problems
- Asymptotic Statistics
- Asymptotic Theory of Integrated Conditional Moment Tests
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- Asymptotic power properties of the Cramer-von Mises test under contiguous alternatives
- Characteristic function-based hypothesis tests under weak dependence
- Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
- Comparing nonparametric versus parametric regression fits
- Computing the distribution of quadratic forms in normal variables
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Efficient estimation of general dynamic models with a continuum of moment conditions
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- Estimation of affine asset pricing models using the empirical characteristic function
- Generalization of GMM to a continuum of moment conditions
- Global power functions of goodness of fit tests.
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
- Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- Large Sample Properties of Generalized Method of Moments Estimators
- Limit behaviour of the empirical characteristic function
- Limit theory and inference about conditional distributions
- Linear integral equations.
- Measures of multivariate skewness and kurtosis with applications
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- On the asymptotic efficiency of GMM
- On the lack of power of omnibus specification tests
- Smoothing noisy data with spline functions
- Testing Statistical Hypotheses
- Testing epidemic changes of infinite dimensional parameters
- Testing normality: a GMM approach
- The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
- The empirical characteristic function and its applications
- The weak approximation of the empirical characteristic function process when parameters are estimated
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
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