Research graph
References from Goodness-of-fit tests for kernel regression with an application to option implied volatilities. Local targets link to admitted publications; unresolved targets remain external evidence.
Nonparametric pricing of interest rate derivative securities
10.2307/2171860 · 1996 · External reference
Unresolved reference
External reference
Nonparametric estimation of state price densities implicit in financial asset prices
10.1111/0022-1082.215228 · 1998 · External reference
Nonparametric risk management and implied risk aversion
10.1016/s0304-4076(99)00016-0 · 2000 · External reference
On some global measures of the deviations of density function estimates
10.1214/aos/1176342558 · 1973 · External reference
Resampling fewer than n observations: gains, losses and remedies for losses
1997 · External reference
Unresolved reference
External reference
A consistent conditional moment test of functional form
10.2307/2938323 · 1990 · External reference
Asymptotic theory of integrated conditional moment tests
10.2307/2171881 · 1997 · External reference
The pricing of options and corporate liabilities
10.1086/260062 · 1973 · External reference
Kernel regression in empirical microeconomics
10.2307/146315 · 1998 · External reference
Consistent hypothesis testing in semiparametric and nonparametric models of economic time series
10.1016/s0304-4076(98)00081-5 · 1999 · External reference
Unresolved reference
External reference
Global functionals and a measure of the explanatory power of covariates in nonparametric regression
10.1214/aos/1176324307 · 1995 · External reference
A simple framework for nonparametric specification testing
10.1016/s0304-4076(99)00048-2 · 2000 · External reference
Testing the goodness-of-fit of linear models via nonparametric regression techniques
10.2307/2289774 · 1990 · External reference
Testing the goodness-of-fit of a parametric density function by kernel method
10.1017/s0266466600008434 · 1994 · External reference
Consistent model specification tests: omitted variables and semiparametric functional forms
10.2307/2171848 · 1996 · External reference
Unresolved reference
External reference
Unresolved reference
1983 · External reference
Mises’ theorem on the asymptotic behavior of functionals of empirical distribution functions and its statistical applications
10.1137/1107003 · 1962 · External reference
Unresolved reference
External reference
A consistent model specification test for nonparametric estimation of regression functions models
10.1017/s0266466600007763 · 1993 · External reference
Unresolved reference
1989 · External reference
Central limit theorem for integrated squared error of multivariate nonparametric density estimators
10.1016/0047-259x(84)90044-7 · 1984 · External reference
Unresolved reference
1990 · External reference
Comparing nonparametric vs. parametric regression fits
10.1214/aos/1176349403 · 1993 · External reference
Characterization of selection bias using experimental data
10.2307/2999630 · 1998 · External reference
Unresolved reference
External reference
Consistent specification testing via nonparametric series regression
10.2307/2171724 · 1995 · External reference
Testing a parametric model against a semiparametric alternative
10.1017/s0266466600008872 · 1994 · External reference
On the limit behavior of a chi-squared type test if the number of conditional moments tested approaches infinity
10.1017/s0266466600008239 · 1994 · External reference
Limiting behavior of generalized U-statistics of weakly dependent stationary processes
10.1137/1137034 · 1992 · External reference
Nonparametric selection of regressors: the nonnested case
10.2307/2171929 · 1996 · External reference
Nonparametric significance testing
10.1017/s0266466600164059 · 2000 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
10.1016/s0304-4076(98)00087-6 · 1999 · Admitted local publication
On the asymptotic distribution of differentiable statistical functions
10.1214/aoms/1177730385 · 1947 · External reference
Unresolved reference
1976 · External reference
Root n semiparametric regression
10.2307/1912705 · 1988 · External reference
Hypothesis testing in semiparametric and nonparametric models for econometric time series
10.2307/2297498 · 1989 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
Diagnostics for assessing regression models
10.2307/2290398 · 1991 · External reference
Unresolved reference
External reference
Unresolved reference
1983 · External reference
Choice of regressors in nonparametric estimation
10.1016/0167-9473(94)90149-x · 1994 · External reference
Tests of specification for parametric and semiparametric models
10.1016/0304-4076(93)90068-g · 1991 · External reference
Unresolved reference
External reference
A test for functional form against nonparametric alternatives
10.1017/s0266466600013165 · 1992 · External reference
Nonparametric regression tests based on an infinite dimensional least squares procedure
10.1017/s0266466600013153 · 1992 · External reference
Variable selection in nonparametric regression with continuous covariates
10.1214/aos/1176348375 · 1991 · External reference
A consistent test of functional form via nonparametric estimation function
10.1016/0304-4076(95)01760-7 · 1996 · External reference
