A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
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Publication:3408513
DOI10.1017/S0266466606060294zbMath1125.62040MaRDI QIDQ3408513
Publication date: 14 November 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060294
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
Related Items
A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS, A specification test for dynamic conditional distribution models with function-valued parameters, A nonparametric \(R^2\) test for the presence of relevant variables, An omnibus test of goodness-of-fit for conditional distributions with applications to regression models, A consistent bootstrap procedure for nonparametric symmetry tests, A modified bootstrap for kernel-based specification test with heavy-tailed data, A unified approach to validating univariate and multivariate conditional distribution models in time series, TESTING FOR THE MARKOV PROPERTY IN TIME SERIES, CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION
Cites Work
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