A global test of goodness-of-fit for the conditional distribution function

DOI10.1016/J.CRMA.2005.07.003MaRDI QIDQ2565529zbMATH OpenOpenAlexFDO

Authors Sandie Ferrigno, Gilles R. Ducharme

Publication date 27 September 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.07.003

Mathematics Subject Classification ID

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

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Cites work

• A central limit theorem for generalized quadratic forms
• Almost sure convergence of the local linear estimator of the conditional cumulative distribution function
• Asymptotic Theory of Goodness of Fit Tests when Parameters are Present:A Surrey
• Goodness-of-fit tests when parameters are estimated
• Nonparametric estimation of quadratic regression functionals

Cited in

(4)

• Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling
• An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function
• A new goodness-of-fit test for event forecasting and its application to credit defaults
• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models

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