Model check by kernel methods under weak moment conditions.

DOI10.1016/S0167-9473(00)00043-8zbMath1106.62327OpenAlexW1981273505MaRDI QIDQ5941112

Ibrahim A. Ahmad, Q. Li, Xiaohong Chen

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(00)00043-8

zbMATH Keywords

SimulationsKernel smoothingBandwidthConsistent testsMoment conditions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Unnamed Item
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
• CONSISTENT MODEL SPECIFICATION TESTS
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• The Stationary Bootstrap
• Asymptotic Theory of Integrated Conditional Moment Tests

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