CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

DOI10.1017/S0266466698143013zbMATH Open1419.62105OpenAlexW2169181840WikidataQ128028642 ScholiaQ128028642MaRDI QIDQ3365352FDOQ3365352

Halbert White, Maxwell B. Stinchcombe

Publication date: 1998

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466698143013

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zbMATH Keywords

rank testsnon-parametric tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• A model selection method for S‐estimation
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