Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
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Publication:3182775
DOI10.1080/07474930903038933zbMath1172.62014OpenAlexW1971074679MaRDI QIDQ3182775
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Publication date: 16 October 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930903038933
goodness-of-fit testsempirical processsemiparametricmartingale transformtangent spacetesting symmetrytesting independenceADFCox model specification
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
Related Items (3)
Asymptotically distribution-free tests for the volatility function of a diffusion ⋮ Permutation test for heterogeneous treatment effects with a nuisance parameter ⋮ A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
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