scientific article; zbMATH DE number 5770649
zbMATH Open1193.62062MaRDI QIDQ3580909FDOQ3580909
Benjamin Hetzler, Holger Dette
Publication date: 14 August 2010
Title of this publication is not available (Why is that?)
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 (4)
- Some higher-order theory for a consistent non-parametric model specification test
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- High-dimensional central limit theorems for homogeneous sums
- Nonparametric specification for non-stationary time series regression
Recommendations
- Moving estimates test with time varying bandwidth 👍 👎
- Specification for Testing 👍 👎
- Exact and approximate bandwidth 👍 👎
- Exact and Approximate Bandwidth 👍 👎
- Scale measures for bandwidth selection 👍 👎
- Optimal minimax rates of specification testing with data-driven bandwidth 👍 👎
- Filtering as a Test of Specification 👍 👎
- Band controllability and observability tests 👍 👎
- Effective bandwidth estimation and testing for Markov sources 👍 👎
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580909)
