On the Asymptotic Efficiency of Directional Models Checks for Regression

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1007/978-3-319-50986-0_5" rel="nofollow">DOI 10.1007/978-3-319-50986-0_5</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/1383.62128" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W2766360578" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q4609013" rel="nofollow">MaRDI QID Q4609013</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q4609013" rel="nofollow">FDO</a>

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

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)

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Cites work

• scientific article; zbMATH DE number 5119857 (Why is no real title available?)
• scientific article; zbMATH DE number 3480903 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• Asymptotic efficiency in estimation with conditional moment restrictions
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems
• Asymptotically uniformly most powerful tests in parametric and semiparametric models
• Bootstrap Approximations in Model Checks for Regression
• Central limit theorems revisited
• Distribution free goodness-of-fit tests for linear processes
• Distribution-free specification tests of conditional models
• Linear integral equations.
• Model checks for regression: an innovation process approach
• Nonparametric model checks for regression
• OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
• On the lack of power of omnibus specification tests
• Semiparametric efficiency bounds
• Stochastic processes and statistical inference

Cited in

(1)

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

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