Pages that link to "Item:Q4853104"

The following pages link to Bootstrapping a consistent nonparametric goodness-of-fit test (Q4853104):

Displaying 13 items.

• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
• Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
• On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
• Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions (Q2953562) (← links)
• Nonparametric goodness-of-fit testing for a continuous multivariate parametric model (Q6097557) (← links)