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A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE - MaRDI portal

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403)

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Language	Label	Description	Also known as
English	A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE	scientific article

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scholarly article

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A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (English)

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Econometric Theory

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publication date

11 June 2009

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MaRDI profile type

MaRDI publication profile

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The local bootstrap for kernel estimators under general dependence conditions

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Significance testing in nonparametric regression based on the bootstrap.

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Edgeworth Expansions for Semiparametric Averaged Derivatives

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A test for independence based on the correlation dimension

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Distribution Free Tests of Independence Based on the Sample Distribution Function

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On bootstrapping \(L_2\)-type statistics in density testing

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On some global measures of the deviations of density function estimates

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MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

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A non-parametric approach to non-linear causality testing

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Maximum score estimation of the stochastic utility model of choice

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Conditional independence in sample selection models

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Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.

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Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation

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Goodness-of-fit tests for kernel regression with an application to option implied volatilities

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Consistent model specification tests for time series econometric models

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An Efficient Semiparametric Estimator for Binary Response Models

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An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

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A Smoothed Maximum Score Estimator for the Binary Response Model

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Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

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A test for volatility spillover with application to exchange rates

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A Non-Parametric Test of Independence

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Shadow Prices, Market Wages, and Labor Supply

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Comparing nonparametric versus parametric regression fits

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Central limit theorem for integrated square error of multivariate nonparametric density estimators

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Limiting behavior of U-statistics for stationary, absolutely regular processes

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Local power properties of kernel based goodness of fit tests

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A nonparametric test of serial independence based on the empirical distribution function

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A Note on Noncausality

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MISE of kernel estimates of a density and its derivatives

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Noncausality in Continuous Time

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A quadratic measure of deviation of two-dimensional density estimates and a test of independence

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Testing the conditional independence and monotonicity assumptions of item response theory

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Consistent Nonparametric Entropy-Based Testing

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Root-n-consistent estimation of partially linear time series models

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Root-N-Consistent Semiparametric Regression

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Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

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Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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Conditional and unconditional statistical independence

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full work available at URL

https://doi.org/10.1017/s0266466608080341

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Identifiers

zbMATH Open document ID

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10.1017/S0266466608080341

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Mathematics Subject Classification ID

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zbMATH DE Number

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mardi Publication:3632403

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