A Consistent Test for Multivariate Conditional Distributions
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Publication:3168910
DOI10.1080/07474938.2011.553518zbMath1210.62065OpenAlexW1970335607MaRDI QIDQ3168910
Publication date: 27 April 2011
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-34.pdf
stochastic differential equationconsistent testabsolutely regular processdegenerate \(U\)-statistics
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)
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Cites Work
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