Nonparametric distribution-free model checks for multivariate dynamic regressions. In: Contemporary Developments in Statistical Theory. A Festschrift for Hira Lal Koul Book Chapters uri icon

book title

  • Contemporary Developments in Statistical Theory. A Festschrift for Hira Lal Koul

country

  • REINO UNIDO

publication date

  • January 2014

start page

  • 91

end page

  • 117

isbn

  • 978-3-319-02651-0

series title / series number

  • Springer Proceedings in Mathematics & Statistics

subjects

  • Economics

keywords

  • function-parametric empirical processes; khmaladze's transformation; rosenblatt's transformation; o; omnibus tests