A specification test for dynamic conditional distribution models with function-valued parameters
Victor Troster and Dominik Wied
| Year of publication: |
2021
|
|---|---|
| Authors: | Troster, Victor ; Wied, Dominik |
| Subject: | Distributional regression | dynamic misspecification | empirical processes | quantile regression | subsampling | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1761151 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483803