메뉴 건너뛰기




Volumn 99, Issue 465, 2004, Pages 169-174

Testing for differences between conditional means in a time series context

Author keywords

Equality of regression; Marked empirical process; Time series

Indexed keywords


EID: 2142844738     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214504000000160     Document Type: Article
Times cited : (13)

References (13)
  • 2
    • 0032337720 scopus 로고    scopus 로고
    • Un test de type Kolmogorov–Smirnov dans le cadre de comparison de fonctions de règression
    • Cabus, P. (1998), “Un test de type Kolmogorov–Smirnov dans le cadre de comparison de fonctions de règression,” Comptes Rendus de l’Academic des Sciences, 327, 939–942.
    • (1998) Comptes Rendus De l’Academic Des Sciences , vol.327 , pp. 939-942
    • Cabus, P.1
  • 4
    • 38249001333 scopus 로고
    • Testing for the Equality of Nonparametric Regression Curves
    • Delgado, M. A. (1993), “Testing for the Equality of Nonparametric Regression Curves,” Statistics and Probability Letters, 17, 199–204.
    • (1993) Statistics and Probability Letters , vol.17 , pp. 199-204
    • Delgado, M.A.1
  • 5
    • 0001467992 scopus 로고
    • Weak Convergence of the Sample Distribution Function When Parameters Are Estimated
    • Durbin, J. (1973), “Weak Convergence of the Sample Distribution Function When Parameters Are Estimated,” The Annals of Statistics, 1, 279–290.
    • (1973) The Annals of Statistics , vol.1 , pp. 279-290
    • Durbin, J.1
  • 7
    • 3242755608 scopus 로고
    • Bootstrap Test for Difference Between Means in Nonparametric Regression
    • Hall, P., and Hart, J. D. (1990), “Bootstrap Test for Difference Between Means in Nonparametric Regression,” Journal of the American Statistical Association, 85, 1039–1049.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 1039-1049
    • Hall, P.1    Hart, J.D.2
  • 8
    • 0031574573 scopus 로고    scopus 로고
    • Testing for the Equality of Two Nonparametric Regression Curves
    • Koul, H., and Schick, A. (1997), “Testing for the Equality of Two Nonparametric Regression Curves,” Journal of Statistical Planning and Inference, 65, 293–314.
    • (1997) Journal of Statistical Planning and Inference , vol.65 , pp. 293-314
    • Koul, H.1    Schick, A.2
  • 10
    • 0033243865 scopus 로고    scopus 로고
    • Nonparametric Model Checks for Time Series
    • Koul, H., and Stute, W. (1999), “Nonparametric Model Checks for Time Series,” The Annals of Statistics, 27, 204–236.
    • (1999) The Annals of Statistics , vol.27 , pp. 204-236
    • Koul, H.1    Stute, W.2
  • 12
    • 0346479412 scopus 로고
    • A General Glivenko–Cantelli Theorem for Stationary Sequences of Random Observations
    • Stute, W., and Schumann, G. (1980), “A General Glivenko–Cantelli Theorem for Stationary Sequences of Random Observations,” Scandinavian Journal of Statistics, 7, 102–104.
    • (1980) Scandinavian Journal of Statistics , vol.7 , pp. 102-104
    • Stute, W.1    Schumann, G.2
  • 13
    • 0000608216 scopus 로고
    • Term Structure Modeling Using Exponential Splines
    • Vasicek, O., and Fong, H. G. (1982), “Term Structure Modeling Using Exponential Splines,” Journal of Finance, 2, 339–348.
    • (1982) Journal of Finance , vol.2 , pp. 339-348
    • Vasicek, O.1    Fong, H.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.