On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ren, J. J. & Sen, P. K., 1995. "Hadamard Differentiability on D[0,1]p," Journal of Multivariate Analysis, Elsevier, vol. 55(1), pages 14-28, October.
- Ren, Jian-Jian & Sen, Pranab Kumar, 1991. "On hadamard differentiability of extended statistical functional," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 30-43, October.
- Ren, Jian-Jian & Sen, Pranab Kumar, 2001. "Second Order Hadamard Differentiability in Statistical Applications," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 187-228, May.
- Axel Munk & Claudia Czado, 1998. "Nonparametric validation of similar distributions and assessment of goodness of fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 223-241.
- Park, Hyo-Il & Park, Sang-Gue, 1995. "Quantile estimation of treatment effect for the two-sample problem with right censored data," Statistics & Probability Letters, Elsevier, vol. 24(2), pages 139-145, August.
- Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute, 2000. "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 1-96, June.
- S. M. S. Lee, 1999. "On a class of m out of n bootstrap confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 901-911.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- García, A., 2016. "Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes," Documentos de Trabajo 14186, Universidad del Rosario.
- L. Baringhaus & N. Henze, 2017. "Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(2), pages 167-188, April.
- Rippl, Thomas & Munk, Axel & Sturm, Anja, 2016. "Limit laws of the empirical Wasserstein distance: Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 90-109.
- del Barrio, Eustasio & Gordaliza, Paula & Lescornel, Hélène & Loubes, Jean-Michel, 2019. "Central limit theorem and bootstrap procedure for Wasserstein’s variations with an application to structural relationships between distributions," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 341-362.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Beutner, Eric & Zähle, Henryk, 2010. "A modified functional delta method and its application to the estimation of risk functionals," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2452-2463, November.
- Rippl, Thomas & Munk, Axel & Sturm, Anja, 2016. "Limit laws of the empirical Wasserstein distance: Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 90-109.
- Alvarez-Esteban, Pedro C. & del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos, 2010. "Assessing when a sample is mostly normal," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2914-2925, December.
- Withers, Christopher S. & Nadarajah, Saralees, 2009. "Accurate tests and intervals based on nonlinear cusum statistics," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2242-2250, November.
- Fernandes, Marcelo & Grammig, Joachim, 2005.
"Nonparametric specification tests for conditional duration models,"
Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
- Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
- Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
- Fernandes, Marcelo & Grammig, Joachim, 2003. "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 502, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute, 2000. "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 1-96, June.
- Jian-Jian Ren, 1995. "Generalized Cramér-von Mises tests of goodness of fit for doubly censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 525-549, September.
- González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe, 2002. "A note on variable selection in nonparametric regression with dependent data," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 259-268, April.
- Thas, O. & Ottoy, J. P., 2003. "Some generalizations of the Anderson-Darling statistic," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 255-261, September.
- Boistard Hélène, 2007. "Large deviations for L-statistics," Statistics & Risk Modeling, De Gruyter, vol. 25(2), pages 89-125, April.
- J. A. Cuesta-Albertos & C. Matrán & J. Rodríguez-Rodríguez, 2003. "Approximation to Probabilities Through Uniform Laws on Convex Sets," Journal of Theoretical Probability, Springer, vol. 16(2), pages 363-376, April.
- Ren, Jian-Jian & Sen, Pranab Kumar, 2001. "Second Order Hadamard Differentiability in Statistical Applications," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 187-228, May.
- Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
- Steffen Betsch & Bruno Ebner, 2019. "A new characterization of the Gamma distribution and associated goodness-of-fit tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 779-806, October.
- Barrios, M. Pilar & Velilla, Santiago, 2007. "A bootstrap method for assessing the dimension of a general regression problem," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 247-255, February.
- Genest Christian & Scherer Matthias, 2019. "The world of vines: An interview with Claudia Czado," Dependence Modeling, De Gruyter, vol. 7(1), pages 169-180, January.
- E. Barrio & H. Inouzhe & C. Matrán, 2020. "On approximate validation of models: a Kolmogorov–Smirnov-based approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 938-965, December.
- Steffen Betsch & Bruno Ebner, 2020. "Testing normality via a distributional fixed point property in the Stein characterization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 105-138, March.
- Chiaki Hara, 2023. "Arrow-Pratt-Type Measure of Ambiguity Aversion," KIER Working Papers 1097, Kyoto University, Institute of Economic Research.
- del Barrio, Eustasio & Gordaliza, Paula & Lescornel, Hélène & Loubes, Jean-Michel, 2019. "Central limit theorem and bootstrap procedure for Wasserstein’s variations with an application to structural relationships between distributions," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 341-362.
More about this item
Keywords
Semiparametric model Hadamard differentiability Quadratic differentiability Weak convergence k-sample problem Goodness-of-fit Proportional hazard rates Nonlinear approximation Multivariate empirical process;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:94:y:2005:i:1:p:123-158. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.