Pages that link to "Item:Q5751771"

The following pages link to Consistent Nonparametric Entropy-Based Testing (Q5751771):

Displaying 48 items.

• Time reversibility of stationary regular finite-state Markov chains (Q278256) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• On the Kozachenko-Leonenko entropy estimator (Q514187) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) (Q820203) (← links)
• Assessing the dependence structure of the components of hybrid time series processes using mutual information (Q904299) (← 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)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← 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)
• Time-varying model averaging (Q2024462) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Strong consistency of local linear estimation of a conditional density function under random censorship (Q2211898) (← links)
• P. C. Mahalanobis in the context of current econometrics research (Q2297942) (← links)
• Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
• Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
• Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← 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)
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)
• An entropy-based measure of correlation for time series (Q6490368) (← links)