Specification tests for the distribution of errors in nonparametric regression: a martingale approach

DOI10.1080/10485250802666192zbMath1161.62019WikidataQ60545738 ScholiaQ60545738MaRDI QIDQ3627956

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Publication date: 19 May 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/7638

zbMATH Keywords

empirical processes; specification tests; nonparametric regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G30: Order statistics; empirical distribution functions

65C05: Monte Carlo methods

60G99: Stochastic processes

Related Items

Estimating the error distribution function in semiparametric additive regression models

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