We discuss the following two particular aspects of the paper of González-Manteiga and Crujeiras (<ExternalRef> <RefSource>10.1007/s11749-013-0327-5</RefSource> <RefTarget Address="10.1007/s11749-013-0327-5" TargetType="DOI"/> </ExternalRef>): First, what changes if the null hypothesis is non- or semiparametric? For example, Rodriguez-Poo et al. (A practical test for misspecification in regression:...</refsource></externalref>

The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. A basic principle of model-free prediction is laid out based on the...