Nonparametric specification testing via the trinity of tests (Q1706455)
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scientific article; zbMATH DE number 6852087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric specification testing via the trinity of tests |
scientific article; zbMATH DE number 6852087 |
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Nonparametric specification testing via the trinity of tests (English)
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22 March 2018
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increasingly many parameters
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central limit theorem
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Lagrange multiplier test
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Wald test
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likelihood ratio test
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nonparametric specification testing
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series estimation
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adaptive estimation
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spatial autoregression
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