Asymptotic distribution-free tests for semiparametric regressions with dependent data

DOI10.1214/17-AOS1581zbMath1392.62130OpenAlexW2738239654MaRDI QIDQ1650074

Juan Carlos Pardo-Fernández, Juan Carlos Escanciano, Ingrid Van Keilegom

Publication date: 29 June 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1525313079

zbMATH Keywords

goodness-of-fit testsnonparametric regressionlocal polynomial estimationerror distributionbeta-mixing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations ⋮ Adaptive-to-Model Hybrid of Tests for Regressions ⋮ Bootstrap specification tests for dynamic conditional distribution models ⋮ Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary ⋮ Testing specification of distribution in stochastic frontier analysis ⋮ Testing independence between exogenous variables and unobserved errors

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