A Simple Test Of Completeness In A Class Of Nonparametric Specification PDF Download
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| Author | : Yingyao Hu |
| Publisher | : |
| Total Pages | : |
| Release | : 2021 |
| Genre | : |
| ISBN | : |
Download A Simple Test of Completeness in a Class of Nonparametric Specification Book in PDF, ePub and Kindle
This paper provides a test for completeness in a class of nonparametric specification with an additive and independent error term. It is known that such a nonparametric location family of functions is complete if and only if the characteristic function of the error term has no zeros on the real line. Because a zero of the error characteristic function implies that of an observed marginal distribution, we propose a simple test for zeros of characteristic function of the observed distribution, in which rejection of the null hypothesis implies the completeness. This test is applicable to many popular setting, such as nonparametric regression models with instrumental variables, and nonclassical measurement error models. We describe the asymptotic behavior of the tests under the null and alternative hypotheses and investigate the finite sample properties of the proposed test through a Monte Carlo study. We illustrate our method empirically by estimating a measurement error model using the CPS/SSR 1978 exact match file.
| Author | : Vilijandas Bagdonavicius |
| Publisher | : John Wiley & Sons |
| Total Pages | : 191 |
| Release | : 2013-02-04 |
| Genre | : Mathematics |
| ISBN | : 1118601823 |
Download Nonparametric Tests for Complete Data Book in PDF, ePub and Kindle
This book concerns testing hypotheses in non-parametric models. Classical non-parametric tests (goodness-of-fit, homogeneity, randomness, independence) of complete data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.
| Author | : |
| Publisher | : |
| Total Pages | : 574 |
| Release | : 1970 |
| Genre | : Weights and measures |
| ISBN | : |
Download NBS Special Publication Book in PDF, ePub and Kindle
| Author | : Glenn Ellison |
| Publisher | : |
| Total Pages | : 56 |
| Release | : 1998 |
| Genre | : Forms, Quadratic |
| ISBN | : |
Download A Simple Framework for Nonparametric Specification Testing Book in PDF, ePub and Kindle
This paper presents a simple framework for testing the specification of parametric conditional means. The test statistics are based on quadratic forms in the residuals of the null model. Under general assumptions the test statistics are asymptotically normal under the null. With an appropriate choice of the weight matrix, the tests are shown to be consistent and to have good local power. Specific implementations involving matrices of bin and kernel weights are discussed. Finite sample properties are explored in simulations and an application to some parametric models of gasoline demand is presented.
| Author | : Seung-Chun Li |
| Publisher | : |
| Total Pages | : 106 |
| Release | : 1990 |
| Genre | : |
| ISBN | : |
Download Some Admissible Nonparametric Tests and a Minimal Complete Class Theorem Book in PDF, ePub and Kindle
| Author | : Glenn Ellison |
| Publisher | : |
| Total Pages | : 38 |
| Release | : 1993 |
| Genre | : Forms, Quadratic |
| ISBN | : |
Download A Simple Framework for Non-parametric Specification Testing Book in PDF, ePub and Kindle
| Author | : Brian L. Joiner |
| Publisher | : |
| Total Pages | : 512 |
| Release | : 1970 |
| Genre | : Annals of mathematical statistics |
| ISBN | : |
Download An Author and Permuted Title Index to Selected Statistical Journals Book in PDF, ePub and Kindle
All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
| Author | : Gregory W. Corder |
| Publisher | : John Wiley & Sons |
| Total Pages | : 288 |
| Release | : 2014-04-14 |
| Genre | : Mathematics |
| ISBN | : 1118840429 |
Download Nonparametric Statistics Book in PDF, ePub and Kindle
“...a very useful resource for courses in nonparametric statistics in which the emphasis is on applications rather than on theory. It also deserves a place in libraries of all institutions where introductory statistics courses are taught." –CHOICE This Second Edition presents a practical and understandable approach that enhances and expands the statistical toolset for readers. This book includes: New coverage of the sign test and the Kolmogorov-Smirnov two-sample test in an effort to offer a logical and natural progression to statistical power SPSS® (Version 21) software and updated screen captures to demonstrate how to perform and recognize the steps in the various procedures Data sets and odd-numbered solutions provided in an appendix, and tables of critical values Supplementary material to aid in reader comprehension, which includes: narrated videos and screen animations with step-by-step instructions on how to follow the tests using SPSS; online decision trees to help users determine the needed type of statistical test; and additional solutions not found within the book.
| Author | : Brian L. Joiner |
| Publisher | : |
| Total Pages | : 520 |
| Release | : 1970 |
| Genre | : |
| ISBN | : |
Download An Author and Permuted Title Index to Selected Statistical Journals Book in PDF, ePub and Kindle
| Author | : Serge Darolles |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 2015 |
| Genre | : |
| ISBN | : |
Download Nonparametric Instrumental Regression Book in PDF, ePub and Kindle
The focus of the paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions stemming from a structural econometric model: E [Y - f (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W. The function f is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyses identification and overidentification of this model and presents asymptotic properties of the estimated nonparametric instrumental regression function.
