A robust test of specification based on order statistics
From MaRDI portal
Publication:650728
DOI10.1007/s00180-010-0199-zzbMath1226.62037OpenAlexW2152995401MaRDI QIDQ650728
Publication date: 26 November 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-010-0199-z
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A consistent test of functional form via nonparametric estimation techniques
- The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
- Robust weighted LAD regression
- Nonparametric comparison of several regression functions: Exact and asymptotic theory
- Comparing nonparametric versus parametric regression fits
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
- A simple framework for nonparametric specification testing
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- Specification Tests Based on Artificial Regressions
- Local Linear Quantile Regression
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
- Regression Quantiles
- Specification Tests in Econometrics
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- A Lack-of-Fit Test for Quantile Regression
- Testing the Fit of a Parametric Function
- Consistent Specification Testing Via Nonparametric Series Regression
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
This page was built for publication: A robust test of specification based on order statistics
