2 papers
econ.EM2025
Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
Cui Rui, Li Yuhao, Song Xiaojun
This paper provides a new theoretical lens for understanding the finite-sample performance of kernel-based specification tests, such as the Kernel Conditional Moment (KCM) test. Ra…
econ.EM2025
Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis
Cui Rui, Li Yuhao
This paper introduces a novel goodness-of-fit test technique for parametric conditional distributions. The proposed tests are based on a residual marked empirical process, for whic…