Constructing smooth tests without estimating the eigenpairs of the limiting process

DOI10.1016/j.jeconom.2013.08.007zbMath1293.62101MaRDI QIDQ2512599

Chung-Ming Kuan, Shih-Hsun Hsu

Publication date: 7 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.007

zbMATH Keywords

eigenpairs; Fourier representation; smooth test; Karhunen-Loève expansion; data-driven method

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

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