Cover Image

Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Rui, Cui, Yuhao, Li
Format:	Preprint
Published:	2024
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Testing Conditional Stochastic Dominance at Target Points
by: Bugni, Federico A., et al.
Published: (2025)

Conditional Likelihood Ratio Test with Many Weak Instruments
by: Ayyar, Sreevidya, et al.
Published: (2022)

A Test for Jumps in Metric-Space Conditional Means
by: Van Dijcke, David
Published: (2025)

The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
by: Casini, Alessandro
Published: (2021)

A Consistent ICM-based $χ^2$ Specification Test
by: Jiang, Feiyu, et al.
Published: (2022)

Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
by: Cavaliere, Giuseppe, et al.
Published: (2025)

Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
by: Fernández, Andrés Aradillas, et al.
Published: (2025)

Distance and Kernel-Based Measures for Global and Local Two-Sample Conditional Distribution Testing
by: Yan, Jian, et al.
Published: (2022)

Numerical Analysis of Test Optimality
by: Ketz, Philipp, et al.
Published: (2025)

Bootstrap Diagnostic Tests
by: Cavaliere, Giuseppe, et al.
Published: (2025)

Testing for Endogeneity: A Moment-Based Bayesian Approach
by: Chib, Siddhartha, et al.
Published: (2026)

Encompassing Tests for Nonparametric Regressions
by: Lapenta, Elia, et al.
Published: (2022)

Superconsistency of Tests in High Dimensions
by: Kock, Anders Bredahl, et al.
Published: (2021)

A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
by: Reichold, Karsten
Published: (2022)

Convolution-t Distributions
by: Hansen, Peter Reinhard, et al.
Published: (2024)

Semiparametric Conditional Factor Models in Asset Pricing
by: Chen, Qihui, et al.
Published: (2021)

Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
by: Rui, Cui, et al.
Published: (2025)

Higher-Order Neyman Orthogonality in Moment-Condition Models
by: Bonhomme, Stéphane, et al.
Published: (2026)

Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods
by: Dzemski, Andreas, et al.
Published: (2025)

An Identification and Dimensionality Robust Test for Instrumental Variables Models
by: Navjeevan, Manu
Published: (2023)

Testing for equivalence of pre-trends in Difference-in-Differences estimation
by: Dette, Holger, et al.
Published: (2023)

Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
by: Lee, Adam
Published: (2024)

Testing for sparse idiosyncratic components in factor-augmented regression models
by: Beyhum, Jad, et al.
Published: (2023)

On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
by: Feng, XinWei, et al.
Published: (2025)

Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression
by: Moreira, Marcelo J., et al.
Published: (2026)

A New Design-Based Variance Estimator for Finely Stratified Experiments
by: Bai, Yuehao, et al.
Published: (2025)

Regularizing Fairness in Optimal Policy Learning with Distributional Targets
by: Kock, Anders Bredahl, et al.
Published: (2024)

New robust inference for predictive regressions
by: Ibragimov, Rustam, et al.
Published: (2020)

Conditional Influence Functions
by: Chernozhukov, Victor, et al.
Published: (2024)

Policy Learning with Distributional Welfare
by: Cui, Yifan, et al.
Published: (2023)

New possibilities in identification of binary choice models with fixed effects
by: Zhu, Yinchu
Published: (2022)

Regression Model Selection Under General Conditions
by: Lusompa, Amaze
Published: (2025)

The Condition-Number Principle for Prototype Clustering
by: Li, Romano, et al.
Published: (2026)

On Rosenbaum's Rank-based Matching Estimator
by: Cattaneo, Matias D., et al.
Published: (2023)

Testing Monotonicity in a Finite Population
by: Chen, Jiafeng, et al.
Published: (2025)

Distributional Discontinuity Design
by: Schindl, Kyle, et al.
Published: (2026)

Fitting an Equation to Data Impartially
by: Tofallis, Chris
Published: (2024)

Expected Kullback-Leibler-based characterizations of score-driven updates
by: de Punder, Ramon, et al.
Published: (2024)

Inference on Consensus Ranking of Distributions
by: Kaplan, David M.
Published: (2024)

Inference for Synthetic Controls via Refined Placebo Tests
by: Lei, Lihua, et al.
Published: (2024)