Model check by kernel methods under weak moment conditions
Abbreviated Journal Title
Comput. Stat. Data Anal.
consistent tests; moment conditions; kernel smoothing; bandwidth; simulations; NONPARAMETRIC REGRESSION; GOODNESS; TESTS; FIT; Computer Science, Interdisciplinary Applications; Statistics &; Probability
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. (C) 2001 Elsevier Science B.V. All rights reserved.
Computational Statistics & Data Analysis
"Model check by kernel methods under weak moment conditions" (2001). Faculty Bibliography 2000s. 2897.