Pages that link to "Item:Q5751771"
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The following pages link to Consistent Nonparametric Entropy-Based Testing (Q5751771):
Displayed 28 items.
- Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) (Q820203) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Information indices: Unification and applications. (Q1858923) (← links)
- Entropy and predictability of stock market returns. (Q1858946) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Entropy, divergence and distance measures with econometric applications (Q1909375) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Hypotheses testing based on modified nonparametric estimation of an affinity measure between two distributions (Q3432360) (← links)
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities (Q3594911) (← links)
- A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes (Q3615087) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- A consistent specification test of independence (Q4344666) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
- A nonparametric approach to k-sample inference based on entropy (Q4372866) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- A test for volatility spillover with application to exchange rates (Q5939173) (← links)