In this note we prove a novel characterization result stating that any distribution is determined uniquely up to an additive constant by its conditional variance function where the conditioning is based on double quantile trimming. We also outline potential statistical applications of the proposed characterization
Many important economic and finance hypotheses are investigated through testing the specification o...
Given a scalar random variable Y and a random vector X defined on the same probability space, the co...
Given a scalar random variable Y and a random vector X defined on the same probability space, the co...
In this note we prove a novel characterization result stating that any distribution is determined un...
In this note we prove a novel characterization result stating that any distribution is determined un...
In this note we prove a novel characterization result stating that any distribution is determined un...
This paper proposes a fully nonparametric procedure for testing conditional quantile independence. T...
This article proposes omnibus speci cation tests of parametric dynamic quantile regression models. C...
We study the sampling properties of two alternative approaches to estimating the conditional distrib...
This article proposes omnibus speci cation tests of parametric dynamic quantile regression models. C...
This article proposes omnibus speci cation tests of parametric dynamic quantile regression models. C...
This article proposes a class of asymptotically distribution-free specification tests for parametric...
This article proposes a class of asymptotically distribution-free specification tests for parametric...
This article proposes a class of asymptotically distribution-free specification tests for parametric...
Many important economic and finance hypotheses are investigated through testing the specification o...
Many important economic and finance hypotheses are investigated through testing the specification o...
Given a scalar random variable Y and a random vector X defined on the same probability space, the co...
Given a scalar random variable Y and a random vector X defined on the same probability space, the co...
In this note we prove a novel characterization result stating that any distribution is determined un...
In this note we prove a novel characterization result stating that any distribution is determined un...
In this note we prove a novel characterization result stating that any distribution is determined un...
This paper proposes a fully nonparametric procedure for testing conditional quantile independence. T...
This article proposes omnibus speci cation tests of parametric dynamic quantile regression models. C...
We study the sampling properties of two alternative approaches to estimating the conditional distrib...
This article proposes omnibus speci cation tests of parametric dynamic quantile regression models. C...
This article proposes omnibus speci cation tests of parametric dynamic quantile regression models. C...
This article proposes a class of asymptotically distribution-free specification tests for parametric...
This article proposes a class of asymptotically distribution-free specification tests for parametric...
This article proposes a class of asymptotically distribution-free specification tests for parametric...
Many important economic and finance hypotheses are investigated through testing the specification o...
Many important economic and finance hypotheses are investigated through testing the specification o...
Given a scalar random variable Y and a random vector X defined on the same probability space, the co...
Given a scalar random variable Y and a random vector X defined on the same probability space, the co...