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We propose a test for multimodality with dependent data by resampling from a suitably constructed transition probability kernel, which includes Silverman's test with independent data as a special case. We extend some theoretical properties of Silverman's test with independent and identically...
Persistent link: https://www.econbiz.de/10005743415
We propose a Lagrange multiplier test for additivity based on the Bürmann expansion of a conditional mean function. The asymptotic null distribution of the test is shown to be x-super-2, under some regularity conditions. In contrast, the Lagrange multiplier test proposed by Chen et al. (1995)...
Persistent link: https://www.econbiz.de/10005559278