Testing parametric conditional distributions using the nonparametric smoothing method
| Year of publication: |
2012
|
|---|---|
| Authors: | Zheng, Xu |
| Published in: |
Metrika. - Springer. - Vol. 75.2012, 4, p. 455-469
|
| Publisher: |
Springer |
| Subject: | Goodness-of-fit test | Parametric conditional distribution | Nonparametric smoothing method | Local alternatives | Bootstrap | Monte Carlo simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010557913