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Testing parametric conditional distributions using the nonparametric smoothing method

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  • Xu Zheng

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  • Xu Zheng, 2012. "Testing parametric conditional distributions using the nonparametric smoothing method," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(4), pages 455-469, May.
    • Handle: RePEc:spr:metrik:v:75:y:2012:i:4:p:455-469
    DOI: 10.1007/s00184-010-0336-2
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    References listed on IDEAS

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    1. Zheng, John Xu, 2000. "A Consistent Test Of Conditional Parametric Distributions," Econometric Theory, Cambridge University Press, vol. 16(5), pages 667-691, October.
    2. Donald W. K. Andrews, 1997. "A Conditional Kolmogorov Test," Econometrica, Econometric Society, vol. 65(5), pages 1097-1128, September.
    3. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
    4. Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
    5. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
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    Cited by:

    1. Hong Chen & Maik Döring & Uwe Jensen, 2018. "Test for model selection using Cramér–von Mises distance in a fixed design regression setting," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 505-535, October.
    2. Cui Rui & Li Yuhao, 2024. "Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection," Papers 2403.10352, arXiv.org.

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