A Spline LR Test for Goodness-of-Fit
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KeywordsGoodness-of-Fit tests; nuisance parameters; cubic spline; Neyman smooth test; Lagrange Multiplier test; stable distributions; student t distributions;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-10-20 (All new papers)
- NEP-ECM-2003-10-20 (Econometrics)
- NEP-RMG-2003-10-20 (Risk Management)
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