A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
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Publication:4979322
DOI10.1017/S0266466612000825zbMath1290.62038MaRDI QIDQ4979322
Publication date: 20 June 2014
Published in: Econometric Theory (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)
Related Items (4)
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities ⋮ Bounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov Tests ⋮ Permutation test for heterogeneous treatment effects with a nuisance parameter ⋮ Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
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