Constructing smooth tests without estimating the eigenpairs of the limiting process
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Publication:2512599
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
62H25: Factor analysis and principal components; correspondence analysis
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
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