Asymptotic behavior of encompassing test for independent processes: Case of linear and nearest neighbor regressions
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Publication:5134001
DOI10.1080/25742558.2020.1805092zbMath1486.62206OpenAlexW3079547058MaRDI QIDQ5134001
Publication date: 11 November 2020
Published in: Cogent Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/25742558.2020.1805092
asymptotic normalitylinear regressionencompassing testfunctional parameternearest neighbor technique
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Cites Work
- Nearest neighbor regression with heavy-tailed errors
- Strong consistency of nearest neighbor regression function estimators
- Testing nested or non-nested hypotheses
- Encompassing in stationary linear dynamic models
- The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
- GDP nowcasting with ragged-edge data: a semi-parametric modeling
- Local Properties of k-NN Regression Estimates
- Information Criteria for Discriminating Among Alternative Regression Models
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