2 citations · 2 across the 3 of their papers we have counts for
3 papers
Kernel-based independence and mean independence tests for weakly dependent data
Daniel Diz-Castro, Manuel Febrero-Bande, Wenceslao González-Manteiga
We provide a unified framework for independence and mean independence tests based on the Hilbert-Schmidt independence criterion, extending some previous results in the literature t…
A kernel-based framework for covariate significance tests in nonparametric regression
Daniel Diz-Castro, Manuel Febrero-Bande, Wenceslao González-Manteiga
It is well known that nonparametric regression estimation and inference procedures are subject to the curse of dimensionality. Moreover, model interpretability usually decreases wi…
A Comparative Review of Specification Tests for Diffusion Models
Alejandra López-Pérez, Manuel Febrero-Bande, Wenceslao González-Manteiga
Diffusion models play an essential role in modeling continuous-time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decade…