A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models

DOI10.3982/QE1312zbMath1466.62312OpenAlexW3043183283MaRDI QIDQ4991658

Xiaoxia Shi, Zhipeng Liao

Publication date: 3 June 2021

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1312

zbMATH Keywords

asymptotic sizepost model selection inferencemodel selection/comparison testsemi/nonparametric models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15)

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