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We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly unbounded …
Persistent link: https://www.econbiz.de/10011524717
require uniform boundedness of the class of functions. The proof of the approximation theorem builds on a new coupling … the supremum type statistics under weak regularity conditions, especially concerning the bandwidth and the number of …
Persistent link: https://www.econbiz.de/10011594351
require uniform boundedness of the class of functions. The proof of the approximation theorem builds on a new coupling … the supremum type statistics under weak regularity conditions, especially concerning the bandwidth and the number of …
Persistent link: https://www.econbiz.de/10011525808
Persistent link: https://www.econbiz.de/10009780254
Persistent link: https://www.econbiz.de/10012224753
This note introduces a supremum-type RESET statistic for testing the specification of binary choice regression models …
Persistent link: https://www.econbiz.de/10011278713
sensitive to the choice of parametric restriction used by the Wald statistics, so the supremum of a range of individual test … statistics is proposed. Two versions of a supremum-based test are considered: the first version does not have a known asymptotic …
Persistent link: https://www.econbiz.de/10010610768
Persistent link: https://www.econbiz.de/10013365090
sensitive to the choice of parametric restriction used by the Wald statistics, so the supremum of a range of individual test … statistics is proposed. Two versions of a supremum-based test are considered: the first version does not have a known asymptotic …
Persistent link: https://www.econbiz.de/10010698370
to the choice of parametric restriction on which the Wald statistics are based, so the supremum of a range of individual … test statistics is proposed. Two versions of a supremum-based test are considered: the first version, easier to implement …
Persistent link: https://www.econbiz.de/10008865977