On the Asymptotic Efficiency of Directional Models Checks for Regression

DOI10.1007/978-3-319-50986-0_5zbMATH Open1383.62128OpenAlexW2766360578MaRDI QIDQ4609013FDOQ4609013

Authors: J. Carlos Escanciano, Miguel Delgado 

Publication date: 29 March 2018

Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_5

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zbMATH Keywords

regressionasymptotic efficiencybivariate random vectordirectional models checks

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Nonparametric model checks for regression
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• On the lack of power of omnibus specification tests
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• Central limit theorems revisited
• OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
• Asymptotically uniformly most powerful tests in parametric and semiparametric models
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Cited In (1)

• Model checking for regressions: an approach bridging between local smoothing and global smoothing methods

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