Specification tests in nonparametric regression

DOI10.1016/j.jeconom.2007.08.008zbMath1418.62156OpenAlexW2003846050MaRDI QIDQ291106

Ingrid Van Keilegom, John H. J. Einmahl

Publication date: 6 June 2016

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

Full work available at URL: http://hdl.handle.net/1942/9777

zbMATH Keywords

bootstrapweak convergenceempirical processnonparametric regressionmodel diagnosticstest for independencelocation-scale regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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