Results 11 to 20 of about 64,488 (114)
Optimal Minimax Rate of Smoothing Parameter in Distributed Nonparametric Specification Test
AxiomsA model specification test is a statistical procedure used to assess whether a given statistical model accurately represents the underlying data-generating process. The smoothing-based nonparametric specification test is widely used due to its efficiency
Peili Liu +3 more
doaj +1 more source
A class of optimal tests for symmetry based on local Edgeworth approximations [PDF]
, 2011 The objective of this paper is to provide, for the problem of univariate symmetry (with respect to specified or unspecified location), a concept of optimality, and to construct tests achieving such optimality.
Cassart, Delphine +2 more
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, 2009 We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available.
Liang, Hua, Zhou, Yong
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Tailor-made tests for goodness of fit to semiparametric hypotheses [PDF]
, 2006 We introduce a new framework for constructing tests of general semiparametric hypotheses which have nontrivial power on the $n^{-1/2}$ scale in every direction, and can be tailored to put substantial power on alternatives of importance.
Bickel, Peter J. +2 more
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Improved Density and Distribution Function Estimation
, 2018 Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due to the ...
Oryshchenko, Vitaliy, Smith, Richard J.
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, 2019 We consider one of the most important problems in directional statistics, namely the problem of testing the null hypothesis that the spike direction $\theta$ of a Fisher-von Mises-Langevin distribution on the $p$-dimensional unit hypersphere is equal to ...
A Banerjee +35 more
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Consistent nonparametric specification tests for stochastic volatility models based on the return distribution [PDF]
, 2015 This paper develops nonparametric specification tests for stochastic volatility models by comparing the nonparametically estimated return density and distribution functions with their parametric counterparts.
Zu, Y.
core
Robust estimation on a parametric model via testing
, 2016 We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk bounds with respect
Sart, Mathieu
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Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach [PDF]
, 2005 In this paper we present two new tests for the parametric form of the variance function in diffusion processes dX_t = b(t,X_t)+\omega(t,X_t)dW_t. Our approach is based on two stochastic processes of the integrated volatility. We prove weak convergence of
Dette, Holger, Podolskij, Mark
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Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II. [PDF]
It is well-known that traditional inference do not apply when the spectral density of a stationary process vanishes for some frequency. This paper examines some properties of several new non parametric tests of this hypothesis which have been recently ...
Lacroix, R.
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