A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS

DOI10.1017/S0266466606060294zbMath1125.62040OpenAlexW2154445704MaRDI QIDQ3408513

Yanqin Fan, Insik Min, Q. Li

Publication date: 14 November 2006

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

Full work available at URL: https://doi.org/10.1017/s0266466606060294

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (9)

A modified bootstrap for kernel-based specification test with heavy-tailed data ⋮ A nonparametric \(R^2\) test for the presence of relevant variables ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ An omnibus test of goodness-of-fit for conditional distributions with applications to regression models ⋮ A consistent bootstrap procedure for nonparametric symmetry tests ⋮ CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION ⋮ A unified approach to validating univariate and multivariate conditional distribution models in time series ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ A specification test for dynamic conditional distribution models with function-valued parameters

Cites Work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Significance testing in nonparametric regression based on the bootstrap.
• The Bierens test under data dependence
• A Conditional Kolmogorov Test
• Asymptotic Theory of Integrated Conditional Moment Tests
• Semiparametric Estimation of Index Coefficients
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• On Information and Sufficiency

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