A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
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Cites work
- A Conditional Kolmogorov Test
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- Asymptotic Theory of Integrated Conditional Moment Tests
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
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- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- On Information and Sufficiency
- Semiparametric Estimation of Index Coefficients
- Significance testing in nonparametric regression based on the bootstrap.
- The Bierens test under data dependence
Cited in
(23)- A nonparametric R^2 test for the presence of relevant variables
- Bootstrapping a consistent nonparametric goodness-of-fit test
- A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION
- A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Exact conditional tests and approximate bootstrap tests for the von Mises distribution
- Parametric bootstrap tests for continuous and discrete distributions
- scientific article; zbMATH DE number 2129936 (Why is no real title available?)
- 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
- A consistent test of conditional parametric distributions
- Consistent tests for semiparametric conditional independence
- 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
- scientific article; zbMATH DE number 6907245 (Why is no real title available?)
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