Local rank tests in a multivariate nonparametric relationship

DOI10.1016/J.JECONOM.2007.03.001zbMATH Open1418.62240OpenAlexW2074166712MaRDI QIDQ290946FDOQ290946

Authors: Natércia Fortuna 

Publication date: 3 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.03.001

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• scientific article; zbMATH DE number 1406070

zbMATH Keywords

kernel smoothingconsistent testsdemand systemslocal ranknonparametric relationship

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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• Some Elementary Results on Poisson Approximation in a Sequence of Bernoulli Trials
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• The geometric structure of some systems of demand equations

Cited In (3)

• Application of local rank tests to nonparametric regression
• Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing
• Local and global rank tests for multivariate varying-coefficient models

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