Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Year of publication: |
2008
|
---|---|
Authors: | Mora, Juan ; Pérez-Alonso, Alicia |
Publisher: |
Valencia : Inst. Valenciano de Investigaciones Económicas |
Subject: | Regressionsanalyse | Regression analysis | Martingal | Martingale | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Statistischer Fehler | Statistical error | Statistische Verteilung | Statistical distribution |
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