Testing parametric conditional distributions using the nonparametric smoothing method
From MaRDI portal
Publication:453724
DOI10.1007/s00184-010-0336-2zbMath1300.62032OpenAlexW2063506490MaRDI QIDQ453724
Publication date: 27 September 2012
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-010-0336-2
bootstrapMonte Carlo simulationslocal alternativesgoodness-of-fit testnonparametric smoothing methodparametric conditional distribution
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
Related Items
Cites Work
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Nonparametric smoothing and lack-of-fit tests
- Testing for discrete choice models
- On some global measures of the deviations of density function estimates
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
- Test Statistics Derived as Components of Pearson's Phi-Squared Distance Measure
- A Conditional Kolmogorov Test
- Semiparametric Estimation of Index Coefficients
- Testing goodness of fit via nonparametric function estimation techniques
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities