Misspecification Testing in a Class of Conditional Distributional Models
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Publication:4916949
DOI10.1080/01621459.2012.736903OpenAlexW2003119146MaRDI QIDQ4916949
Publication date: 26 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.736903
bootstrapquantile regressionwage distributionlocation-scale modelCramer-von Mises distancedistributional regression
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Cites Work
- Specification tests of parametric dynamic conditional quantiles
- Censored regression quantiles
- On the bootstrap and confidence intervals
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- Nonparametric model checks for regression
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- A Consistent Conditional Moment Test of Functional Form
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- Regression Quantiles
- A Conditional Kolmogorov Test
- Asymptotic Theory of Integrated Conditional Moment Tests
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- A Lack-of-Fit Test for Quantile Regression
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- The bootstrap in hypothesis testing
- Inference on the Quantile Regression Process
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