Empirical distribution function under heteroscedasticity
From MaRDI portal
Publication:3106402
DOI10.1080/02331881003768891zbMath1229.62050OpenAlexW2087952869MaRDI QIDQ3106402
Publication date: 21 December 2011
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331881003768891
regressionasymptotics of Kolmogorov-Smirnov statisticsrobustified White's estimate of covariance matrix
Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- An Analysis of the Total Least Squares Problem
- A modified Kolmogorov-Smirnov test sensitive to tail alternatives
- Consistency of the instrumental weighted variables
- On probabilities of excessive deviations for Kolmogorov-Smirnov, Cramér-von Mises and chi-square statistics
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
- Computing the cumulative distribution function of the Kolmogorov-Smirnov statistic.
- On the diversity of estimates.
- Scaled total least squares fundamentals
- Weighted empirical processes in dynamic nonlinear models.
- Validation of linear regression models
- On residual empirical processes of stochastic regression models with applications to time series
- Global power functions of goodness of fit tests.
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- One-Step Huber Estimates in the Linear Model
- Specification Tests in Econometrics
- A Conditional Kolmogorov Test
- A goodness-of-fit test for logistic regression models based on case-control data
- A nonparametric test for serial independence of regression errors
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems
This page was built for publication: Empirical distribution function under heteroscedasticity