A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
DOI10.1017/S0266466606060294zbMATH Open1125.62040OpenAlexW2154445704MaRDI QIDQ3408513FDOQ3408513
Authors: Yanqin Fan, Qi Li, Insik Min
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
Recommendations
Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
Cites Work
- On Information and Sufficiency
- Significance testing in nonparametric regression based on the bootstrap.
- A Conditional Kolmogorov Test
- Asymptotic Theory of Integrated Conditional Moment Tests
- Semiparametric Estimation of Index Coefficients
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- The Bierens test under data dependence
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
Cited In (23)
- A nonparametric \(R^2\) test for the presence of relevant variables
- A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION
- A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum
- Exact conditional tests and approximate bootstrap tests for the von Mises distribution
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Parametric bootstrap tests for continuous and discrete distributions
- Title not available (Why is that?)
- Testing for the Markov property in time series
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models
- Testing parametric conditional distributions using the nonparametric smoothing method
- A specification test for dynamic conditional distribution models with function-valued parameters
- Parametric bootstrap and approximate tests for two Poisson variates
- A nonparametric test of significant variables in gradients
- Consistent tests for semiparametric conditional independence
- A consistent test of conditional parametric distributions
- A modified bootstrap for kernel-based specification test with heavy-tailed data
- A smooth nonparametric conditional density test for categorical responses
- A unified approach to validating univariate and multivariate conditional distribution models in time series
- A consistent bootstrap procedure for nonparametric symmetry tests
- Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
- Nonparametric testing the similarity of two unknown density functions: local power and bootstrap analysis
- Title not available (Why is that?)
- Bootstrapping a consistent nonparametric goodness-of-fit test
This page was built for publication: A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3408513)