Pages that link to "Item:Q5389956"
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The following pages link to INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956):
Displaying 14 items.
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting (Q2316747) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS (Q2929842) (← links)
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
- (Q5224255) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Consistent tests for semiparametric conditional independence (Q6650745) (← links)
