Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
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Publication:962298
DOI10.1016/J.CSDA.2008.05.016zbMATH Open1464.62065OpenAlexW2012537933MaRDI QIDQ962298FDOQ962298
- Consistent specification testing for conditional moment restrictions
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Von Mises approximation of the critical value of a test
- Sobre el Estadístico de Cramér–Von Mises
- scientific article; zbMATH DE number 1112444
- scientific article; zbMATH DE number 3378414 (Why is no real title available?)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A Consistent Conditional Moment Test of Functional Form
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A Non-Parametric Test of Exogeneity
- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
- A consistent test of functional form via nonparametric estimation techniques
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Asymptotic Theory of Integrated Conditional Moment Tests
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Comparing nonparametric versus parametric regression fits
- Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Consistent specification testing for conditional moment restrictions
- Diagnostic checking for the adequacy of nonlinear time series models
- Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
- Methodology and convergence rates for functional linear regression
- Model checks using residual marked empirical processes
- Model specification testing of time series regressions
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric econometrics. Theory and practice.
- Nonparametric model checks for regression
- Nonparametric model checks for time series
- On the lack of power of omnibus specification tests
- Regression Quantiles
- Specification tests of parametric dynamic conditional quantiles
- Subsampling
- Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
- Testing the Martingale Difference Hypothesis
- The Bierens test under data dependence
- Weak convergence and empirical processes. With applications to statistics
Cited In (9)
- Editorial: Second special issue on statistical algorithms and software
- Testing for serial independence of panel errors
- A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
- Title not available (Why is no real title available?)
- On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
- An \(L_ 1\)-variant of the Cramér-von Mises test
- Von Mises approximation of the critical value of a test
- An approximation to the null distribution of a class of Cramér-von Mises statistics
- \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
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