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Bandwidth Selection in Nonparametric Kernel Testing. (2008). GAO, Jiti ; Gijbels, Irne .
In: Journal of the American Statistical Association.
RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1584-1594.

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  2. Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios.
    In: Journal of Multivariate Analysis.
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  3. Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui.
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  4. Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui.
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  5. Goodness-of-fit testing for normal mixture densities. (2023). Patil, Prakash N ; Bagkavos, Dimitrios.
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  6. Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui.
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  7. Testing for the presence of jump components in jump diffusion models. (2022). Zheng, XU ; Wang, Bin.
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  8. Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Hitomi, Kohtaro ; Nishiyama, Yoshihiko.
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  10. Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian.
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  13. A new test of independence for bivariate observations. (2017). Bagkavos, D ; Patil, P N.
    In: Journal of Multivariate Analysis.
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  14. Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter.
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  15. Generalized empirical likelihood M testing for semiparametric models with time series data. (2017). Jacho-Chávez, David ; Chu, Ba ; Bravo, Francesco ; Chu, Ba M., ; Jacho-Chavez, David T.
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  16. A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong .
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  17. Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels. (2016). Sakudo, Mari ; Hirukawa, Masayuki.
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  18. Bandwidth selection for the presmoothed logrank test. (2016). Jacome, M A ; Lopez-De, I.
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  19. Consistent model specification tests based on k-nearest-neighbor estimation method. (2016). Li, Hongjun ; Liu, Ruixuan.
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  20. A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. (2016). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong .
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  21. A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. (2015). Yang, Jingjing ; Sun, Yixiao ; Kim, Min Seong .
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  25. Nonparametric specification tests for stochastic volatility models based on volatility density. (2015). Zu, Yang.
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  26. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
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  27. Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2015). Zu, Yang.
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  29. On the choice of regularization parameters in specification testing: a critical discussion. (2014). Sperlich, Stefan.
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  31. Specification Testing for Nonlinear Multivariate Cointegrating Regressions. (2014). GAO, Jiti ; Dong, Chaohua ; Yin, Jiying ; Tjostheim, Dag.
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