Data-Driven Smooth TestsBased on Karhunen-Loeve Expansion
碩士 === 國立臺灣大學 === 經濟學研究所 === 97 === New data-driven smooth tests are proposed in this thesis. The new tests are proposed to eschew the downward weighting problem of the traditional omnibus tests, and the new tests are constructed based on the components of Karhunen-Lo′eve expansion of limiting proce...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28978306000835558545 |