[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
A Lack-of-Fit Test for Quantile Regression. (2003). Zhu, Lixing ; Zhu L-X., .
In: Journal of the American Statistical Association.
RePEc:bes:jnlasa:v:98:y:2003:p:1013-1022.

Full description at Econpapers || Download paper

Cited: 37

Citations received by this document

Cites: 45

References cited by this document

Cocites: 32

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A lack-of-fit test for quantile regression process models. (2023). Wang, Caixing ; Liu, Qiaochu ; Feng, Xingdong.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222001936.

    Full description at Econpapers || Download paper

  2. Nonparametric inference on smoothed quantile regression process. (2023). Su, Wen ; Shen, Guohao ; Lin, Yuanyuan ; Hao, Meiling.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002250.

    Full description at Econpapers || Download paper

  3. Quantile composite-based path modeling: algorithms, properties and applications. (2022). Davino, Cristina ; Vistocco, Domenico ; Dolce, Pasquale.
    In: Advances in Data Analysis and Classification.
    RePEc:spr:advdac:v:16:y:2022:i:4:d:10.1007_s11634-021-00469-0.

    Full description at Econpapers || Download paper

  4. Is income inequality good or bad for growth? Further empirical evidence using data for all Brazilian cities. (2022). Marques, Andre M.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:62:y:2022:i:c:p:360-376.

    Full description at Econpapers || Download paper

  5. Does investor sentiment predict bitcoin return and volatility? A quantile regression approach. (2022). Narada, P ; Ruwani, J M ; Dias, Ishanka K.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003337.

    Full description at Econpapers || Download paper

  6. Goodness-of-fit tests for quantile regression with missing responses. (2021). Crujeiras-Casais, Rosa M ; Gonzalez-Manteiga, Wenceslao ; Cotos-Yaez, Tomas R ; Perez-Gonzalez, Ana.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01135-6.

    Full description at Econpapers || Download paper

  7. Quantile-Based Subgroup Identification for Randomized Clinical Trials. (2021). Ghosh, Debashis ; Cho, Youngjoo.
    In: Statistics in Biosciences.
    RePEc:spr:stabio:v:13:y:2021:i:1:d:10.1007_s12561-020-09286-z.

    Full description at Econpapers || Download paper

  8. The impact of variable renewable energy technologies on electricity markets: An analysis of the Turkish balancing market. (2021). ŞİRİN, Selahattin ; Yilmaz, Berna N ; Sirin, Selahattin Murat.
    In: Energy Policy.
    RePEc:eee:enepol:v:151:y:2021:i:c:s0301421520308041.

    Full description at Econpapers || Download paper

  9. Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia.
    In: Papers.
    RePEc:arx:papers:2110.08089.

    Full description at Econpapers || Download paper

  10. Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes. (2020). Lee, Sungwon.
    In: Working Papers.
    RePEc:sgo:wpaper:2013.

    Full description at Econpapers || Download paper

  11. Screening and selection for quantile regression using an alternative measure of variable importance. (2019). Zerom, Dawit ; Li, Yujie ; Kong, Yinfei.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:173:y:2019:i:c:p:435-455.

    Full description at Econpapers || Download paper

  12. Testing for Sample Selection. (2019). Gutknecht, Daniel ; Corradi, Valentina.
    In: Papers.
    RePEc:arx:papers:1907.07412.

    Full description at Econpapers || Download paper

  13. HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069.

    Full description at Econpapers || Download paper

  14. Quantile regression based on counting process approach under semi-competing risks data. (2018). Wang, Hong-Rui ; Hsieh, Jin-Jian.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:70:y:2018:i:2:d:10.1007_s10463-016-0593-6.

    Full description at Econpapers || Download paper

  15. Singapore; 2018 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Singapore. (2018). International Monetary Fund, .
    In: IMF Staff Country Reports.
    RePEc:imf:imfscr:2018/245.

    Full description at Econpapers || Download paper

  16. Nonparametric Inference for Time-Varying Coefficient Quantile Regression. (2017). Wu, Weichi ; Zhou, Zhou.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:35:y:2017:i:1:p:98-109.

    Full description at Econpapers || Download paper

  17. Quantile Correlations and Quantile Autoregressive Modeling. (2015). Li, Guodong ; Tsai, Chih-Ling.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:110:y:2015:i:509:p:246-261.

    Full description at Econpapers || Download paper

  18. Threshold effect test in censored quantile regression. (2015). Tang, Yanlin ; Zhu, Zhongyi ; Song, Xinyuan.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:105:y:2015:i:c:p:149-156.

    Full description at Econpapers || Download paper

  19. A lack-of-fit test for quantile regression models with high-dimensional covariates. (2015). Sanchez-Sellero, Cesar ; Gonzalez-Manteiga, Wenceslao ; Conde-Amboage, Mercedes .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:88:y:2015:i:c:p:128-138.

    Full description at Econpapers || Download paper

  20. Powerful nonparametric checks for quantile regression. (2014). Lavergne, Pascal ; Patilea, Valentin ; Maistre, Samuel .
    In: TSE Working Papers.
    RePEc:tse:wpaper:28289.

    Full description at Econpapers || Download paper

  21. Quantile Association Regression Models. (2014). Fine, Jason P. ; Cheng, YU ; Li, Ruosha.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:109:y:2014:i:505:p:230-242.

    Full description at Econpapers || Download paper

  22. Testing linearity against threshold effects: uniform inference in quantile regression. (2014). Olmo, Jose ; Montes-Rojas, Gabriel ; Kato, Kengo ; Galvao, Antonio.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:66:y:2014:i:2:p:413-439.

    Full description at Econpapers || Download paper

  23. Estimation of Extreme Conditional Quantiles Through Power Transformation. (2013). Li, Deyuan ; Wang, Huixia Judy.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1062-1074.

    Full description at Econpapers || Download paper

  24. Misspecification Testing in a Class of Conditional Distributional Models. (2013). Wied, Dominik ; Rothe, Christoph.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324.

    Full description at Econpapers || Download paper

  25. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:22:y:2013:i:3:p:361-411.

    Full description at Econpapers || Download paper

  26. Partially linear varying coefficient models with missing at random responses. (2013). Bravo, Francesco.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:65:y:2013:i:4:p:721-762.

    Full description at Econpapers || Download paper

  27. Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing. (2013). VanKeilegom, Ingrid ; Mammen, Enno ; Yu, Kyusang ; van Keilegom, Ingrid.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2013027.

    Full description at Econpapers || Download paper

  28. Tests for structural break in quantile regressions. (2012). Furno, Marilena.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:96:y:2012:i:4:p:493-515.

    Full description at Econpapers || Download paper

  29. Misspecification Testing in a Class of Conditional Distributional Models. (2012). Wied, Dominik ; Rothe, Christoph.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6364.

    Full description at Econpapers || Download paper

  30. Goodness of Fit and Misspecification in Quantile Regressions. (2011). Furno, Marilena.
    In: Journal of Educational and Behavioral Statistics.
    RePEc:sae:jedbes:v:36:y:2011:i:1:p:105-131.

    Full description at Econpapers || Download paper

  31. A robust test of specification based on order statistics. (2010). Furno, Marilena.
    In: Computational Statistics.
    RePEc:spr:compst:v:25:y:2010:i:4:p:707-723.

    Full description at Econpapers || Download paper

  32. Specification tests of parametric dynamic conditional quantiles. (2010). Velasco, Carlos ; Escanciano, Juan Carlos.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:159:y:2010:i:1:p:209-221.

    Full description at Econpapers || Download paper

  33. Heterogeneidad en el desempeño académico de los estudiantes de Argentina: evidencia a partir de regresión por cuantiles. (2010). Costanzo, Sonia ; Giuliodori, Roberto ; Vera, Maria Luz ; Gertel, Hector Ricardo ; Bastos, Guadalupe .
    In: Investigaciones de Economía de la Educación volume 5.
    RePEc:aec:ieed05:05-06.

    Full description at Econpapers || Download paper

  34. Goodness-of-fit testing for varying-coefficient models. (2008). Xu, Wang-Li ; Zhu, Li-Xing.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:68:y:2008:i:2:p:129-146.

    Full description at Econpapers || Download paper

  35. Instrumental variable quantile regression: A robust inference approach. (2008). Hansen, Christian ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:379-398.

    Full description at Econpapers || Download paper

  36. A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model. (2007). Wang, Lan.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:10:p:1034-1042.

    Full description at Econpapers || Download paper

  37. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by bjpark-3337

  1. Azzalini, A., Bowman, A. W., and Hardle, W. (1989), On the Use of Nonpara-metric Regression for Model Cheching, Biometrika, 76, 1 - 11. Bierens, H. J., and Ploberger, W. (1997), Asymptotic Theory of Intergrated Conditional Moment Tests, Econometrica, 65, 1129 - 1151.
    Paper not yet in RePEc: Add citation now
  2. Buckley, M. J. (1991), Detecting a Smooth Signal: Optimality of Cusum Based Procedures, Biometrika, 78, 253 – 262.
    Paper not yet in RePEc: Add citation now
  3. Cox, D. D., Koh, E., Wahba, G., and Yandell, B. S. (1988), “Testing the (Para-metric) Null Hypothesis in (Semiparametric) Partial and Generalized SplineModels,” The Annals of Statistics, 16, 113–119.
    Paper not yet in RePEc: Add citation now
  4. Eubank, R. L., and Hart, J. D. (1993), “Commonality of Cusum, von Neumannand Smoothing-Based Goodness-of-Fit Test,” Biometrika, 80, 89–98.
    Paper not yet in RePEc: Add citation now
  5. Eubank, R. L., and Spiegelman, C. H. (1990), “Testing the Goodness of Fit ofa Linear Model via Nonparametric Regression Techniques,” Journal of theAmerican Statistical Association, 85, 387–392.
    Paper not yet in RePEc: Add citation now
  6. Fan, J. (1996), “Test of Significance Based on Wavelet Thresholding andNeyman’s Truncation,” Journal of the American Statistical Association, 91,674–688.
    Paper not yet in RePEc: Add citation now
  7. Fan, J., and Huang, L. (2001), “Goodness-of-Fit Tests for Parametric Regres-sion Models,” Journal of the American Statistical Association, 96, 640–652.
    Paper not yet in RePEc: Add citation now
  8. Fan, J., Zhang, C. M., and Zhang, J. (2001), “Generalized Likelihood RatioStatistics and Wilks Phenomenon,” The Annals of Statistics, 29, 153–193.
    Paper not yet in RePEc: Add citation now
  9. Gine, E., and Zinn, J. (1984), “On the Central Limit Theorem for EmpiricalProcesses” (with discussion), Annals of Probability, 12, 929–998.
    Paper not yet in RePEc: Add citation now
  10. Gonzalea-Manteiga, W., and Cao, R. (1993), “Testing the Hypothesis of aGeneral Linear Model Using Nonparametric Regression Estimation,” Test,2, 161–188.
    Paper not yet in RePEc: Add citation now

  11. Härdle, W., and Mammen, E. (1993), “Comparing Nonparametric Versus Para-metric Regression Fits,” The Annals of Statistics, 21, 1926–1947.

  12. Hart, J. D. (1997), Nonparametric Smoothing and Lack-of-Fit Tests, New York:Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  13. He, X., and Ng, P. (1999), “Quantile Splines with Several Covariates,” Journalof Statistical and Planning Inference, 75, 343–352.
    Paper not yet in RePEc: Add citation now
  14. He, X., and Shao, Q. M. (1996), “A General Bahadur Representation ofM-Estimators and Its Application to Linear Regression With NonstochasticDesigns,” The Annals of Statistics, 24, 2608–2630.
    Paper not yet in RePEc: Add citation now
  15. He, X., and Shi, P. D. (1994), “Convergence Rate of B-Spline Estimators ofNonparametric Conditional Quantile Functions,” Journal of NonparametricStatistics, 3, 299–308.
    Paper not yet in RePEc: Add citation now

  16. He, X., Ng, P., and Portnoy, S. (1998), “Bivariate Quantile Smoothing Splines,”Journal of the Royal Statistical Society, Ser. B, 60, 537–550.

  17. Hodges, J. L., Jr. (1957), “The Signifi cance Probability of the Smirnov Two-Sample Test,” Arkiv für Matematik, 3, 469–486.
    Paper not yet in RePEc: Add citation now
  18. Hong, Y., and White, H. (1995), “Consistent Specifi cation Testing via Nonpara-metric Series Regression,” Econometrica, 63, 1133–1159.
    Paper not yet in RePEc: Add citation now

  19. Horowitz, J. L., and Spokoiny, V. G. (2002), “An Adaptive, Rate-Optimal Testof Linearity for Median Regression Models,” Journal of the American Statis-tical Association, 97, 822–835.

  20. Ingster, Y. (1993), “Asymptotic Minimax Hypothesis Testing for Nonpara-metric Alternatives I–III,” Mathematical Mehods in Statistics, 2, 85–114; 3,171–189; 4, 249–268.
    Paper not yet in RePEc: Add citation now
  21. Jurecková, J., and Procházka, B. (1994), “Regression Quantiles and TrimmedLeast Squares Estimator in Nonlinear Regression Model,” Journal of Non-parametric Statistics, 3, 201–222.
    Paper not yet in RePEc: Add citation now
  22. Khmaladze, E. V. (1981), “Martingale Approach in the Theory of Goodness-of-Fit Tests,” Theory of Probability and Its Applications, 26, 240–257.
    Paper not yet in RePEc: Add citation now
  23. Koenker R., and Bassett, G., Jr. (1978), “Regression Quantiles,” Econometrica,46, 33–50.
    Paper not yet in RePEc: Add citation now
  24. Koenker, R., and d’Orey, V. (1987), “Computing Regression Quantiles,” Ap-plied Statistics, 36, 383–393.
    Paper not yet in RePEc: Add citation now

  25. Koenker, R., and Park, B. J. (1996), “An Interior Point Algorithm for NonlinearQuantile Regression,” Journal of Econometrics, 71, 265–283.

  26. Koenker, R., and Zhao, Q. (1994), “L-Estimation for Linear HeteroscedasticModels,” Journal of Nonparametric Statistics, 3, 223–235.
    Paper not yet in RePEc: Add citation now
  27. Koenker, R., Ng, P., and Portnoy, S. (1994), “Quantile Smoothing Spline,” Bio-metrika, 81, 673–680.
    Paper not yet in RePEc: Add citation now
  28. LaRiccia, V. N. (1991), “Smooth Goodness-of-Fit Tests: A Quantile FunctionApproach,” Journal of the American Statistical Association 86, 427–431.
    Paper not yet in RePEc: Add citation now
  29. Lepski, O. V., and Spokoiny, V. G. (1999), “Minimax Nonparametric Hy-pothesis Testing: The Case of an Inhomogeneous Alternative,” Bernoulli, 5,333–358.
    Paper not yet in RePEc: Add citation now
  30. Oberhofer, W. (1982), “The Consistency of Nonlinear Regression Minimizingthe L1-Norm,” The Annals of Statistics, 10, 316–319.
    Paper not yet in RePEc: Add citation now
  31. Pollard, D. (1984), Convergence of Stochastic Processes, New York: Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  32. Portnoy, S. L. (1997), “Local Asymptotics for Quantile Smoothing Splines,”The Annals of Statistics, 25, 414–434.
    Paper not yet in RePEc: Add citation now
  33. Shorack, G. R., and Wellner, J. A. (1996), Empirical Processes With Applica-tions to Statistics, New York: Wiley.
    Paper not yet in RePEc: Add citation now
  34. Spokoiny, V. G. (1996), “Adaptive Hypothesis Testing Using Wavelets,” TheAnnals of Statistics, 24, 2477–2498.
    Paper not yet in RePEc: Add citation now
  35. Staniswalis, J. G., and Severini, T. A. (1991), “Diagnostics for AssessingRegression Models,” Journal of the American Statistical Association, 86,684–692.
    Paper not yet in RePEc: Add citation now
  36. Stute, W. (1997), “Nonparametric Model Checks for Regression,” The Annalsof Statistics, 25, 613–641.
    Paper not yet in RePEc: Add citation now
  37. Stute, W., and Zhu, L. X. (2002), “Model Checks for Generalized Linear Mod-els,” Scandinavian Journal of Statistics 29, 535–546.
    Paper not yet in RePEc: Add citation now
  38. Stute, W., Manteiga, G., and Quindimil, M. P. (1998), “Bootstrap Approxima-tions in Model Checks for Regression,” Journal of the American StatisticalAssociation, 93, 141–149.
    Paper not yet in RePEc: Add citation now
  39. Stute, W., Thies, S., and Zhu, L. X. (1998), “Model Checks for Regression: AnInnovation Process Approach,” The Annals of Statistics, 26, 1916–1934.
    Paper not yet in RePEc: Add citation now

  40. Wooldridge, J. (1992), “A Test for Functional Form Against NonparametricAlternatives,” Econometric Theory, 8, 452–475.

  41. Yatchew, A. J. (1992), “Nonparametric Regression Tests Based on an Infi niteDimensional Least Squares Procedure,” Econometric Theory, 8, 435–451.

  42. Zhao, Q. (2001), “Asymptotically Effi cient Median Regression in the Presenceof Heteroscedasticity of Unknown Form,” Econometric Theory, 17, 765–784.

  43. Zheng, J. X. (1998), “A Consistent Nonparametric Test of Parametric Regres-sion Models Under Conditional Quantile Restrictions,” Econometric Theory,14, 123–138.

  44. Zhu, L. X. (1993), “Convergence Rates of Empirical Processes Indexed by theClass of Functions With Applications,” Journal of Systems Science and Math-ematical Sciences, 13, 33–41 (in Chinese).
    Paper not yet in RePEc: Add citation now
  45. Zhu, L. X. (2003), “Model Checking of Dimension-Reduction Type for Regres-sion,” Statistica Sinica, 13, 283–296.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Model checks for parametric regression models. (2012). Liebscher, Eckhard.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:21:y:2012:i:1:p:132-155.

    Full description at Econpapers || Download paper

  2. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:009384.

    Full description at Econpapers || Download paper

  3. Management Practice in Production. (2012). Triebs, Thomas ; Kumbhakar, Subal.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_129.

    Full description at Econpapers || Download paper

  4. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha .
    In: Borradores de Economia.
    RePEc:bdr:borrec:697.

    Full description at Econpapers || Download paper

  5. Security price responses to unexpected earnings: a nonparametric investigation. (2011). Wang, LI ; Gao, Lei.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:20:y:2011:i:2:p:241-258.

    Full description at Econpapers || Download paper

  6. Variable selection in a class of single-index models. (2011). Qian, Lin-Yi ; Zhu, Li-Ping ; Lin, Jin-Guan.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:63:y:2011:i:6:p:1277-1293.

    Full description at Econpapers || Download paper

  7. One for all and all for one: regression checks with many regressors. (2011). Lavergne, Pascal ; Patilea, Valentin.
    In: MPRA Paper.
    RePEc:pra:mprapa:35779.

    Full description at Econpapers || Download paper

  8. Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Wilson, Paul ; Simar, Leopold.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:36:y:2011:i:1:p:33-53.

    Full description at Econpapers || Download paper

  9. Goodness-of-fit tests for the error distribution in nonparametric regression. (2010). Heuchenne, Cedric ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:8:p:1942-1951.

    Full description at Econpapers || Download paper

  10. Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. (2010). Jacho-Chávez, David ; Escanciano, Juan Carlos ; Jacho-Chavez, David T..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:3:p:625-636.

    Full description at Econpapers || Download paper

  11. On testing for serial correlation of unknown form using wavelet thresholding. (2010). Duchesne, Pierre ; Vandermeerschen, Jill ; Li, Linyuan.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2512-2531.

    Full description at Econpapers || Download paper

  12. Combining parametric and nonparametric approaches for more efficient time series prediction. (2009). Zakoian, Jean-Michel ; Francq, Christian ; Dabo-Niang, Sophie.
    In: MPRA Paper.
    RePEc:pra:mprapa:16893.

    Full description at Econpapers || Download paper

  13. Nonparametric lack-of-fit tests for parametric mean-regression models with censored data. (2009). Lopez, O. ; Patilea, V..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:100:y:2009:i:1:p:210-230.

    Full description at Econpapers || Download paper

  14. An Improved Bootstrap Test of Stochastic Dominance. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1713.

    Full description at Econpapers || Download paper

  15. THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS. (2008). van Norden, Simon ; Galbraith, John.
    In: Departmental Working Papers.
    RePEc:mcl:mclwop:2008-05.

    Full description at Econpapers || Download paper

  16. Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/08.

    Full description at Econpapers || Download paper

  17. Are credit unions too small?. (2008). Wilson, Paul ; Wheelock, David.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-033.

    Full description at Econpapers || Download paper

  18. On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap. (2008). Duchesne, Pierre ; Poulin, Jennifer.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:9:p:4432-4457.

    Full description at Econpapers || Download paper

  19. The Calibration of Probabilistic Economic Forecasts. (2008). van Norden, Simon ; Galbraith, John.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2008s-28.

    Full description at Econpapers || Download paper

  20. Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models. (2008). Conrad, Christian ; Mammen, Enno.
    In: Working Papers.
    RePEc:awi:wpaper:0473.

    Full description at Econpapers || Download paper

  21. Comments on: Nonparametric inference with generalized likelihood ratio tests. (2007). Mammen, Enno.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:3:p:462-464.

    Full description at Econpapers || Download paper

  22. An empirical study of a test for polynomial relationships in randomly right censored regression models. (2007). Mei, Chang-Lin ; Zhang, Jiang-She .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:12:p:6543-6556.

    Full description at Econpapers || Download paper

  23. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  24. Testing the martingale difference hypothesis using integrated regression functions. (2006). Velasco, Carlos ; Escanciano, Juan Carlos.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:4:p:2278-2294.

    Full description at Econpapers || Download paper

  25. Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1304.

    Full description at Econpapers || Download paper

  26. A note on testing symmetry of the error distribution in linear regression models. (2003). Nagel, Eva-Renate ; Neumeyer, Natalie ; Dette, Holger.
    In: Technical Reports.
    RePEc:zbw:sfb475:200325.

    Full description at Econpapers || Download paper

  27. A power comparison between nonparametric regression tests. (2003). Zhang, Chunming ; Dette, Holger.
    In: Technical Reports.
    RePEc:zbw:sfb475:200322.

    Full description at Econpapers || Download paper

  28. A Lack-of-Fit Test for Quantile Regression. (2003). Zhu, Lixing ; Zhu L-X., .
    In: Journal of the American Statistical Association.
    RePEc:bes:jnlasa:v:98:y:2003:p:1013-1022.

    Full description at Econpapers || Download paper

  29. Functional coefficient autoregressive models: Estimation and tests of hypotheses. (1998). Chen, Rong.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:199810.

    Full description at Econpapers || Download paper

  30. Testing for no effect in nonparametric regression via spline smoothing techniques. (1994). Chen, Juei-Chao .
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:46:y:1994:i:2:p:251-265.

    Full description at Econpapers || Download paper

  31. Testing the hypothesis of a general linear model using nonparametric regression estimation. (1993). Gonzalez-Manteiga, W. ; Cao, R..
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:2:y:1993:i:1:p:161-188.

    Full description at Econpapers || Download paper

  32. Testing a linear regression model against nonparametric alternatives. (1993). Weihrather, Gerhard.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:40:y:1993:i:1:p:367-379.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-17 19:03:46 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.