Misspecification Testing in a Class of Conditional Distributional Models

DOI10.1080/01621459.2012.736903OpenAlexW2003119146MaRDI QIDQ4916949

Dominik Wied, Christoph Rothe

Publication date: 26 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.736903

zbMATH Keywords

bootstrapquantile regressionwage distributionlocation-scale modelCramer-von Mises distancedistributional regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (19)

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Cites Work

• Specification tests of parametric dynamic conditional quantiles
• Censored regression quantiles
• On the bootstrap and confidence intervals
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
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• Estimating Regression Models with Multiplicative Heteroscedasticity
• Regression Quantiles
• A Conditional Kolmogorov Test
• Asymptotic Theory of Integrated Conditional Moment Tests
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
• A Lack-of-Fit Test for Quantile Regression
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• The bootstrap in hypothesis testing
• Inference on the Quantile Regression Process

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