Goodness-of-fit Tests in Nonparametric Regression
AbstractAMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2004-12.
Date of creation: 2004
Date of revision:
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Web page: http://center.uvt.nl
Goodness-of-fit; nonparametric regression; test for independence; weak convergence;
Other versions of this item:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-07 (All new papers)
- NEP-ECM-2004-03-07 (Econometrics)
- NEP-RMG-2004-03-07 (Risk Management)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Tests for independence in nonparametric regression,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-192434, Tilburg University.
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- Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009.
"Testing for Stochastic Monotonicity,"
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- Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006. "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series /2006/504, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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