AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Bootstrap;empirical process;goodness-of-fit;location-scale regression;model diagnostics;nonparametric regression;test for independence;weak convergence

Einmahl, J.H.J.

Keilegom, I. van

English

Research Papers in Economics

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

A non-parametric test of independence.

Bootstrap tests for the error distribution in linear and nonparametric regression model.

Comparison of regression curves based on the estimation of the error distribution.

Consistent nonparametric regression.

Cram¶ er-von Mises tests for independence.

Density and hazard estimation in censored regression models.

Distribution free tests of independence based on the sample distribution function.

Estimating functionals of the error distribution in parametric and nonparametric regression.

Estimating linear functionals of the error distribution in nonparametric regression.

Goodness-of-¯t tests in parametric regression based on the estimation of the error distribution. TEST, under revision.

Nonnegativity constraints and intratemporal uncertainty in multi-good life-cycle models.

Nonparametric estimation of the conditional distribution in regression with censored data.

Nonparametric estimation of the residual distribution.

Robust statistics.

Tests for independence in nonparametric regression.

Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression.

Weak convergence and empirical processes.

Goodness-of-Fit Tests in Nonparametric Regression

Goodness-of-Fit Tests in Nonparametric Regression

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Research Papers in Economics