Bootstrapping a consistent nonparametric goodness-of-fit test
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Publication:4853104
DOI10.1080/07474939508800326zbMath0832.62038OpenAlexW2092970614MaRDI QIDQ4853104
Publication date: 11 March 1996
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939508800326
simulationbootstrap approximationkernel density estimationgoodness-of-fit testparametric bootstrapfinite sample distribution
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)
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Testing the Markov property with high frequency data ⋮ Local multiplicative bias correction for asymmetric kernel density estimators ⋮ Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions ⋮ Nonparametric goodness-of-fit testing for a continuous multivariate parametric model ⋮ Nonparametric specification tests for stochastic volatility models based on volatility density ⋮ International market links and volatility transmission ⋮ Bootstrap-based tests for deterministic time-varying coefficients in regression models ⋮ On goodness-of-fit tests for weakly dependent processes using kernel method ⋮ Probability inequalities in multivariate distributions ⋮ Semi-nonparametric estimation and misspecification testing of diffusion models ⋮ Testing goodness of fit for the distribution of errors in multivariate linear models ⋮ On automatic kernel density estimate-based tests for goodness-of-fit ⋮ Evidence of Convergence Clubs Using Mixture Models ⋮ Some higher-order theory for a consistent non-parametric model specification test ⋮ Testing for symmetry and conditional symmetry using asymmetric kernels ⋮ Nonparametric specification tests for conditional duration models
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