scientific article; zbMATH DE number 5770649
zbMATH Open1193.62062MaRDI QIDQ3580909FDOQ3580909
Authors: Holger Dette, Benjamin Hetzler 
Publication date: 14 August 2010
Title of this publication is not available (Why is that?)
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nonparametric regressiongoodness-of-fit testspecification testweak convergenceselection of smoothing parameters
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Central limit and other weak theorems (60F05)
Cited In (9)
- Using a bimodal kernel for a nonparametric regression specification test
- Specification testing in nonstationary time series models
- Bandwidth selection in nonparametric kernel testing
- Some higher-order theory for a consistent non-parametric model specification test
- Bandwidth selection for power optimality in a test of equality of regression curves
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- High-dimensional central limit theorems for homogeneous sums
- On the performance of nonparametric specification tests in regression models
- Nonparametric specification for non-stationary time series regression
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