Distribution free testing for conditional distributions given covariates

DOI10.1016/j.spl.2017.06.026zbMath1379.62036OpenAlexW2727299074MaRDI QIDQ1687241

Estate V. Khmaladze

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.06.026

zbMATH Keywords

empirical processunitary operatorsorthogonal projectionsparametric modelsKiefer process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items

Randomized empirical processes by algebraic groups, and tests for weak null hypotheses, Distribution free goodness of fit testing of grouped Bernoulli trials, Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Distribution-free specification tests of conditional models
• A new approach to distribution free tests in contingency tables
• Goodness of fit problem and scanning innovation martingales
• Gaussian measures in Banach spaces
• Nonparametric model checks for regression
• Weighted empirical processes in dynamic nonlinear models.
• Martingale transforms goodness-of-fit tests in regression models.
• Weak convergence and empirical processes. With applications to statistics
• Note on distribution free testing for discrete distributions
• Asymptotic Statistics
• Inference on the Quantile Regression Process
• Unitary transformations, empirical processes and distribution free testing