Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 63 (2011)
Issue (Month): 5 (October)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Neumann, Michael H. & Paparoditis, Efstathios, 2000. "On bootstrapping L2-type statistics in density testing," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 137-147, November.
- Fan, Jianqing & Yao, Qiwei, 1998. "Efficient estimation of conditional variance functions in stochastic regression," Open Access publications from London School of Economics and Political Science http://eprints.lse.ac.uk/, London School of Economics and Political Science.
- Alicja Janic-Wró, 2000. "Data Driven Rank Test for Two-Sample Problem," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 27(2), pages 281-297.
- Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
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