-
1
-
-
21844508934
-
Nonparametric kernel estimator for semiparametric models
-
MR1349935
-
ANDREWS, D. W. K. (1995). Nonparametric kernel estimator for semiparametric models. Econometric Theory 11 560-595. MR1349935
-
(1995)
Econometric Theory
, vol.11
, pp. 560-595
-
-
ANDREWS, D.W.K.1
-
3
-
-
0028746131
-
The probability integral transform and related results
-
MR1306928
-
ANGUS, J. E. (1994). The probability integral transform and related results. SIAM Rev. 36 652-654. MR1306928
-
(1994)
SIAM Rev
, vol.36
, pp. 652-654
-
-
ANGUS, J.E.1
-
4
-
-
0000932315
-
A consistent conditional moment test of functional form
-
MR1080813
-
BIERENS, H. J. (1990). A consistent conditional moment test of functional form. Econometrica 58 1443-1458. MR1080813
-
(1990)
Econometrica
, vol.58
, pp. 1443-1458
-
-
BIERENS, H.J.1
-
6
-
-
0000360523
-
Distribution-free tests of independence based on the sample distribution function
-
MR0125690
-
BLUM, J. R., KIEFER, J. and ROSENBLATT, M. (1961). Distribution-free tests of independence based on the sample distribution function. Ann. Statist. 32 485-498. MR0125690
-
(1961)
Ann. Statist
, vol.32
, pp. 485-498
-
-
BLUM, J.R.1
KIEFER, J.2
ROSENBLATT, M.3
-
7
-
-
0034128535
-
Testing for asymmetric information in insurance markets
-
CHIAPPORI, P.-A. and SALANIÉ, B. (2000). Testing for asymmetric information in insurance markets. J. Political Economy 108 56-78.
-
(2000)
J. Political Economy
, vol.108
, pp. 56-78
-
-
CHIAPPORI, P.-A.1
SALANIÉ, B.2
-
8
-
-
73949103694
-
-
DE LA PEÑA, V. H. and GINÉ, E. (1999). Decoupling: From Dependence to Independence. Springer, New York. MR1666908
-
DE LA PEÑA, V. H. and GINÉ, E. (1999). Decoupling: From Dependence to Independence. Springer, New York. MR1666908
-
-
-
-
9
-
-
0035470897
-
Significance testing in nonparametric regression based on the bootstrap
-
MR1873339
-
DELGADO, M. A. and GONZÁLEZ MANTEIGA, W. (2001). Significance testing in nonparametric regression based on the bootstrap. Ann. Statist. 29 1469-1507. MR1873339
-
(2001)
Ann. Statist
, vol.29
, pp. 1469-1507
-
-
DELGADO, M.A.1
GONZÁLEZ MANTEIGA, W.2
-
10
-
-
0009661720
-
A nonparametric test for serial independence of regression errors
-
MR1766845
-
DELGADO, M. A. and MORA, J. (2000). A nonparametric test for serial independence of regression errors. Biometrika 87 228-234. MR1766845
-
(2000)
Biometrika
, vol.87
, pp. 228-234
-
-
DELGADO, M.A.1
MORA, J.2
-
12
-
-
73949141060
-
-
HÄRDLE, W. and MAMMEN, E. (1993). Comparing nonparametric versus parametric regression fits. Ann. Statist. 21 1926-1947. MR1245774
-
HÄRDLE, W. and MAMMEN, E. (1993). Comparing nonparametric versus parametric regression fits. Ann. Statist. 21 1926-1947. MR1245774
-
-
-
-
13
-
-
0001622038
-
Matching as an econometric evaluation estimator: Evidence from evaluating a job training programme
-
MR1623713
-
HECKMAN, J. J., ICHIMURA, H. and TODD, P. (1997). Matching as an econometric evaluation estimator: Evidence from evaluating a job training programme. Rev. Econom. Stud. 64 605-654. MR1623713
-
(1997)
Rev. Econom. Stud
, vol.64
, pp. 605-654
-
-
HECKMAN, J.J.1
ICHIMURA, H.2
TODD, P.3
-
14
-
-
0000861053
-
A nonparametric test of independence
-
MR0029139
-
HOEFFDING, W. (1948). A nonparametric test of independence. Ann. Math. Statist. 19 546-557. MR0029139
-
(1948)
Ann. Math. Statist
, vol.19
, pp. 546-557
-
-
HOEFFDING, W.1
-
15
-
-
27744499929
-
Asymptotic distribution theory for nonparametric entroy measures of serial dependence
-
MR2135144
-
HONG, Y. and WHITE, H. (2005). Asymptotic distribution theory for nonparametric entroy measures of serial dependence. Econometrica 73 837-901. MR2135144
-
(2005)
Econometrica
, vol.73
, pp. 837-901
-
-
HONG, Y.1
WHITE, H.2
-
16
-
-
0034372869
-
Global power functions of goodness-of-fit tests
-
MR1762910
-
JANSSEN, A. (2000). Global power functions of goodness-of-fit tests. Ann. Statist. 28 239-253. MR1762910
-
(2000)
Ann. Statist
, vol.28
, pp. 239-253
-
-
JANSSEN, A.1
-
17
-
-
21144467101
-
Goodness of fit problem and scanning innovation martingales
-
MR1232520
-
KHMALADZE, E. V. (1993). Goodness of fit problem and scanning innovation martingales. Ann. Statist. 21 798-829. MR1232520
-
(1993)
Ann. Statist
, vol.21
, pp. 798-829
-
-
KHMALADZE, E.V.1
-
18
-
-
73949104328
-
-
LAURITZEN, S. L. (1996). Graphical Models. Oxford Univ. Press, New York. MR1419991
-
LAURITZEN, S. L. (1996). Graphical Models. Oxford Univ. Press, New York. MR1419991
-
-
-
-
19
-
-
34250107065
-
Un critére sur les pertite boules dans le théorème limite central.
-
MR0921817
-
LEDOUX, M. and TALAGRAND, M. (1988). Un critére sur les pertite boules dans le théorème limite central. Probab. Theory Related Fields 77 29-47. MR0921817
-
(1988)
Probab. Theory Related Fields
, vol.77
, pp. 29-47
-
-
LEDOUX, M.1
TALAGRAND, M.2
-
21
-
-
0000364889
-
2 bracketing
-
MR0893905
-
2 bracketing. Ann. Statist. 15 897-919. MR0893905
-
(1987)
Ann. Statist
, vol.15
, pp. 897-919
-
-
OSSIANDER, M.1
-
22
-
-
73949124315
-
-
PEARL, J. (2000). Causality: Modeling, Reasoning, and Inference. Cambridge Univ. Press, New Yo r k. MR1744773
-
PEARL, J. (2000). Causality: Modeling, Reasoning, and Inference. Cambridge Univ. Press, New Yo r k. MR1744773
-
-
-
-
23
-
-
0004074210
-
A maximal inequality for sums of independent processes under a bracketing entropy condition
-
Unpublished manuscript
-
POLLARD, D. (1989). A maximal inequality for sums of independent processes under a bracketing entropy condition. Unpublished manuscript.
-
(1989)
-
-
POLLARD, D.1
-
24
-
-
0000830828
-
Consistent nonparametric entropy-based testing
-
MR1108130
-
ROBINSON, P. M. (1991). Consistent nonparametric entropy-based testing. Rev. Econom. Stud. 58 437-453. MR1108130
-
(1991)
Rev. Econom. Stud
, vol.58
, pp. 437-453
-
-
ROBINSON, P.M.1
-
25
-
-
0000301907
-
Remarks on a multivariate transform
-
MR0049525
-
ROSENBLATT, M. (1952). Remarks on a multivariate transform. Ann. Math. Statist. 23 470-472. MR0049525
-
(1952)
Ann. Math. Statist
, vol.23
, pp. 470-472
-
-
ROSENBLATT, M.1
-
26
-
-
0001173943
-
A nonparametric test of serial independence based on the empirical distribution function
-
MR1248024
-
SKAUG, H. J. and TJøstheim, D. (1993). A nonparametric test of serial independence based on the empirical distribution function. Biometrika 80 591-602. MR1248024
-
(1993)
Biometrika
, vol.80
, pp. 591-602
-
-
SKAUG, H.J.1
TJøstheim, D.2
-
27
-
-
0032343771
-
Consistent specification testing with nuisance parameters present only under the alternative
-
MR1628586
-
STINCHCOMBE, M. B. and WHITE, H. (1998). Consistent specification testing with nuisance parameters present only under the alternative. Econometric Theory 14 295-325. MR1628586
-
(1998)
Econometric Theory
, vol.14
, pp. 295-325
-
-
STINCHCOMBE, M.B.1
WHITE, H.2
-
29
-
-
23744440060
-
Nonparametric checks for single-index models
-
MR2195628
-
STUTE, W. and ZHU, L. (2005). Nonparametric checks for single-index models. Ann. Statist. 33 1048-1083. MR2195628
-
(2005)
Ann. Statist
, vol.33
, pp. 1048-1083
-
-
STUTE, W.1
ZHU, L.2
-
30
-
-
45249091873
-
A nonparametric Hellinger metric test for conditional independence
-
MR2428851
-
SU, L. and WHITE, H. (2008). A nonparametric Hellinger metric test for conditional independence. Econometric Theory 24 829-864. MR2428851
-
(2008)
Econometric Theory
, vol.24
, pp. 829-864
-
-
SU, L.1
WHITE, H.2
-
32
-
-
0030353887
-
New Donsker classes
-
MR1415244
-
VAN DER VAART, A. (1996). New Donsker classes. Ann. Probab. 24 2128-2140. MR1415244
-
(1996)
Ann. Probab
, vol.24
, pp. 2128-2140
-
-
VAN DER VAART, A.1
-
33
-
-
73949124133
-
-
VAN DER VAART, A. W. and WELLNER, J. A. (1996). Weak Convergence and Empirical Processes. Springer, New York. MR1385671
-
VAN DER VAART, A. W. and WELLNER, J. A. (1996). Weak Convergence and Empirical Processes. Springer, New York. MR1385671
-
-
-
-
34
-
-
51049101505
-
Quotient correlation: A sample based alternative to Pearson's correlation
-
MR2396823
-
ZHANG, Z. (2008). Quotient correlation: A sample based alternative to Pearson's correlation. Ann. Statist. 36 1007-1030. MR2396823
-
(2008)
Ann. Statist
, vol.36
, pp. 1007-1030
-
-
ZHANG, Z.1
|