SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
From MaRDI portal
Recommendations
- Tests for conditional heteroscedasticity of functional data
- A specification test for dynamic conditional distribution models with function-valued parameters
- Testing conditional mean independence for functional data
- Distribution-free specification tests of conditional models
- Conditional estimation for dependent functional data
- Test of independence for functional data
- Interval-wise testing for functional data
- Conditional distribution regression for functional responses
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
- Performing hypothesis tests on the shape of functional data
Cites work
- A central limit theorem for generalized quadratic forms
- A selective overview of nonparametric methods in financial econometrics
- Applied functional data analysis. Methods and case studies
- Autoregressive Conditional Density Estimation
- Comparing nonparametric versus parametric regression fits
- Consistent estimation of a general nonparametric regression function in time series
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes
- Functional data analysis in electronic commerce research
- Functional data analysis of the dynamics of the monthly index of nondurable goods production.
- Functional Data Analysis with R and MATLAB
- Functional data analysis.
- Goodness-of-fit tests for functional data
- Modeling on-line art auction dynamics using functional data analysis
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Nonparametric estimation of conditional VaR and expected shortfall
- Nonparametric smoothing and lack-of-fit tests
- Nonparametric specification tests for conditional duration models
- On the validity of the bootstrap in non-parametric functional regression
- OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
- Significance testing in nonparametric regression based on the bootstrap.
Cited in
(10)- Nonparametric kernel density estimation near the boundary
- Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
- Testing a specification form in single functional index model
- Optimal eigen expansions and uniform bounds
- A nonparametric estimator for the covariance function of functional data
- Nonparametric modelling for functional data: selected survey and tracks for future
- Regression towards the mode
- Conditional VAR and expected shortfall: a new functional approach
- A two sample test based on U-statistic for functional data
This page was built for publication: SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5389957)
