Bootstrapping a consistent nonparametric goodness-of-fit test

DOI10.1080/07474939508800326MaRDI QIDQ4853104zbMATH OpenOpenAlexFDO

Authors Yanqin Fan

Publication date 11 March 1996

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939508800326

zbMATH Keywords

bootstrap approximationfinite sample distributiongoodness-of-fit testkernel density estimationparametric bootstrapsimulation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Recommendations

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Cites work

• Bootstrap methods: another look at the jackknife
• Comparing nonparametric versus parametric regression fits
• On some global measures of the deviations of density function estimates
• The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit

Cited in

(27)

• Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
• Some higher-order theory for a consistent non-parametric model specification test
• On automatic kernel density estimate-based tests for goodness-of-fit
• Testing for symmetry and conditional symmetry using asymmetric kernels
• Bootstrapping modified goodness-of-fit statistics with estimated parameters
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Nonparametric specification tests for conditional duration models
• Testing the Markov property with high frequency data
• Local multiplicative bias correction for asymmetric kernel density estimators
• Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions
• An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
• Bootstrap and other tests for goodness of fit
• A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
• A Bootstrap Revival of Some Nonparametric Distance Tests
• On goodness-of-fit tests for weakly dependent processes using kernel method
• A direct bootstrapping technique and its application to a novel goodness of fit test
• scientific article; zbMATH DE number 6907245 (Why is no real title available?)
• Efficient Bootstrap Tests for the Goodness of Fit in Covariance Structure Analysis
• Probability inequalities in multivariate distributions
• Nonparametric specification tests for stochastic volatility models based on volatility density
• Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
• International market links and volatility transmission
• Evidence of convergence clubs using mixture models
• Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
• Dimension reduction and testing of functional inequalities conditional on estimated functions
• Semi-nonparametric estimation and misspecification testing of diffusion models
• Bootstrap-based tests for deterministic time-varying coefficients in regression models

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