Model check by kernel methods under weak moment conditions Academic Article

abstract

• In this paper, we study the moment conditions of the kernel smoothing tests. By comparing the similarity between kernel tests to non-smoothing tests, we suggest that the finite high-order moment conditions required to derive the limiting distributions of kernel tests are not necessary for the kernel bootstrap tests to work in finite sample applications. Simulation results strongly support our conjecture. 2001 Elsevier Science B.V. All rights reserved.

authors

• Li, Qi

published proceedings

• COMPUTATIONAL STATISTICS & DATA ANALYSIS

author list (cited authors)

• Ahmad, I., Chen, X. H., & Li, Q.

citation count

• 0

complete list of authors

• Ahmad, I||Chen, XH||Li, Q

publication date

• May 2001

publisher

• Elsevier  Publisher

published in

• Computational Statistics and Data Analysis  Journal

keywords

• Bandwidth
• Consistent Tests
• Kernel Smoothing
• Moment Conditions
• Simulations

Digital Object Identifier (DOI)

• 10.1016/S0167-9473(00)00043-8

start page

• 403

end page

• 409

volume

• 36

issue

• 3

URL

• http://dx.doi.org/10.1016/s0167-9473(00)00043-8