A Consistent Test for Multivariate Conditional Distributions

DOI10.1080/07474938.2011.553518zbMath1210.62065OpenAlexW1970335607MaRDI QIDQ3168910

Fuchun Li, Greg Tkacz

Publication date: 27 April 2011

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-34.pdf

zbMATH Keywords

stochastic differential equationconsistent testabsolutely regular processdegenerate \(U\)-statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (1)

A specification test for dynamic conditional distribution models with function-valued parameters

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