Rothe, Christoph; Wied, Dominik - In: Journal of the American Statistical Association 108 (2013) 501, pp. 314-324
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer--von Mises distance between an unrestricted estimate of the joint distribution function of the data...
