scientific article; zbMATH DE number 5770649
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Publication:3580909
goodness-of-fit testnonparametric regressionselection of smoothing parametersspecification testweak convergence
Central limit and other weak theorems (60F05) 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)
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- Effective bandwidth estimation and testing for Markov sources
Cited in
(9)- Some higher-order theory for a consistent non-parametric model specification test
- Nonparametric specification for non-stationary time series regression
- Using a bimodal kernel for a nonparametric regression specification test
- Bandwidth selection for power optimality in a test of equality of regression curves
- Specification testing in nonstationary time series models
- Bandwidth selection in nonparametric kernel testing
- 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
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