Title

Model Check By Kernel Methods Under Weak Moment Conditions

Keywords

Bandwidth; Consistent tests; Kernel smoothing; Moment conditions; Simulations

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.

Publication Date

5-28-2001

Publication Title

Computational Statistics and Data Analysis

Volume

36

Issue

3

Number of Pages

403-409

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/S0167-9473(00)00043-8

Socpus ID

0035962911 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0035962911

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