Cover Image

Specification Tests for the Error--Law in Vector Multiplicative Errors Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hudecová, Šárka, Meintanis, Simos G.
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory 62F03
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
by: Hudecová, Šárka, et al.
Published: (2025)

New Equivalence Tests for Hardy-Weinberg Equilibrium and Multiple Alleles
by: Ostrovski, Vladimir
Published: (2025)

Some Asymptotic Results on Multiple Testing under Weak Dependence
by: Datta, Swarnadeep, et al.
Published: (2026)

A Stein Characterization-type Omnibus Tests for the Discrete Pareto Distribution
by: Bhati, Deepesh, et al.
Published: (2026)

Locally Differentially Private Two-Sample Testing
by: Kent, Alexander, et al.
Published: (2025)

Testing Many Constraints in Possibly Irregular Models Using Incomplete U-Statistics
by: Sturma, Nils, et al.
Published: (2022)

Statistical comparison of Hidden Markov Models via Fragment Analysis
by: Hernandez-Suarez, Carlos M., et al.
Published: (2025)

Optimal-Transport Based Multivariate Goodness-of-Fit Tests
by: Hlávka, Zdeněk, et al.
Published: (2025)

Regularisation of CART trees by summation of $p$-values
by: Engler, Nils, et al.
Published: (2025)

A test statistic, $h^*$, for outlier analysis
by: Hoorn, Johan F., et al.
Published: (2025)

Selective inference after convex clustering with $\ell_1$ penalization
by: Bachoc, François, et al.
Published: (2023)

Fully distribution-free center-outward rank tests for multiple-output regression and MANOVA
by: Hallin, Marc, et al.
Published: (2020)

What the Jeffreys-Lindley Paradox Really Is: Correcting a Persistent Misconception
by: Lovric, Miodrag M.
Published: (2025)

Multiscale detection of practically significant changes in a gradually varying time series
by: Bastian, Patrick, et al.
Published: (2025)

Likelihood Ratio test for Poisson graph
by: Shuyan, Chen, et al.
Published: (2025)

First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
by: Dehling, Herold, et al.
Published: (2026)

Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
by: Seo, Won-Ki
Published: (2026)

Scalable simulation-based inference for implicitly defined models using a metamodel for Monte Carlo log-likelihood estimator
by: Park, Joonha
Published: (2023)

A new set of tools for goodness-of-fit validation
by: Ducharme, Gilles R., et al.
Published: (2022)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
by: Żuławiński, Wojciech, et al.
Published: (2023)

Laplace Transform driven Stein-type Goodness-of-fit Tests for Pareto Distribution
by: Bhati, Deepesh, et al.
Published: (2026)

Estimating conditional Mann-Whitney effects using pseudo-observation-based regression
by: Dobler, Dennis, et al.
Published: (2026)

Statistical Inference for Chi-square Statistics or F-Statistics Based on Multiple Imputation
by: Wang, Binhuan, et al.
Published: (2024)

Post-selection inference for high-dimensional mediation analysis with survival outcomes
by: Huang, Tzu-Jung, et al.
Published: (2024)

Pure Significance Tests for Multinomial and Binomial Distributions: the Uniform Alternative
by: Perlman, Michael D.
Published: (2024)

Testing Truncation Dependence: The Gumbel-Barnett Copula
by: Toparkus, Anne-Marie, et al.
Published: (2023)

Testing Risk Difference of Two Proportions for Combined Unilateral and Bilateral Data
by: Zhou, Jia, et al.
Published: (2025)

Homogeneity Test of Proportions for Combined Unilateral and Bilateral Data via GEE and MLE Approaches
by: Zhou, Jia, et al.
Published: (2025)

Some parametric tests based on sample spacings
by: Singh, Rahul, et al.
Published: (2021)

A note on the asymptotic distribution of the Likelihood Ratio Test statistic under boundary conditions
by: Salucci, Clara Bertinelli, et al.
Published: (2025)

The power of forgetting in statistical hypothesis testing
by: Vovk, Vladimir
Published: (2024)

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

Goodness-of-Fit Tests for High-Dimensional Gaussian Graphical Models via Exchangeable Sampling
by: Lin, Xiaotong, et al.
Published: (2023)

Bayes, E-values and Testing
by: Polson, Nicholas G., et al.
Published: (2026)

Inference in pseudo-observation-based regression using (biased) covariance estimation and naive bootstrapping
by: Mack, Simon, et al.
Published: (2025)

Robust Rao-type tests for step-stress accelerated life-tests under interval-monitoring and Weibull lifetime distributions
by: Balakrishnan, Narayanaswamy, et al.
Published: (2024)

Multiple change-points detection based on U-Statistics under weak dependence
by: Ngatchou-Wandji, Joseph, et al.
Published: (2025)

Higher criticism for rare and weak non-proportional hazard deviations in survival analysis
by: Kipnis, Alon, et al.
Published: (2023)

Detection of mean changes in partially observed functional data
by: Hudecová, Šárka, et al.
Published: (2025)

High-Dimensional Invariant Tests of Multivariate Normality Based on Radial Concentration
by: Bing, Xin, et al.
Published: (2025)