Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data
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References listed on IDEAS
- 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.
- 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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- Denys Pommeret, 2016. "Comparing Two Mixing Densities in Nonparametric Mixture Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 133-153, February.
- Leucht, Anne, 2012. "Characteristic function-based hypothesis tests under weak dependence," Journal of Multivariate Analysis, Elsevier, vol. 108(C), pages 67-89.
- Doukhan, P. & Pommeret, D. & Reboul, L., 2015. "Data driven smooth test of comparison for dependent sequences," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 147-165.
- Leucht, Anne & Neumann, Michael H., 2013. "Dependent wild bootstrap for degenerate U- and V-statistics," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 257-280.
- Kolassa, Stephan, 2016. "Evaluating predictive count data distributions in retail sales forecasting," International Journal of Forecasting, Elsevier, vol. 32(3), pages 788-803.
More about this item
KeywordsNeyman’s smooth test; Goodness-of-fit; Strongly mixing process; Implied volatility;
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