Similar Search Results

Specification tests indexed by bandwidths

Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002363508

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2005

Persistent link: https://www.econbiz.de/10003309048

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2006

Persistent link: https://www.econbiz.de/10003309907

A power comparison between nonparametric regression tests

Zhang, Chunming; Dette, Holger - 2003

Persistent link: https://www.econbiz.de/10001813298

A note on testing symmetry of the error distribution in linear regression models

Neumeyer, Natalie; Dette, Holger; Nagel, Eva-Renate - 2003

Persistent link: https://www.econbiz.de/10001813567

Testing for symmetric error distribution in nonparametric regression models

Neumeyer, Natalie; Dette, Holger - 2003

Persistent link: https://www.econbiz.de/10001788640

Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function

Dette, Holger (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002141288

Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing

Dette, Holger (contributor); Podolskij, Mark (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002142062

A Simple Test for White Noise in Functional Time Series

Bagchi, Pramita; Characiejus, Vaidotas; Dette, Holger - 2017

We propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the 2‐distance between the spectral density operator and its best (2‐)approximation by a spectral density operator corresponding to a white noise process....

Persistent link: https://www.econbiz.de/10014117801

Testing semiparametric hypotheses in locally stationary processes

Vetter, Mathias; Dette, Holger - 2011

Persistent link: https://www.econbiz.de/10009153837