The authors develop a pivotal, self-normalized test for whether the L2 distance between two conditional distribution functions exceeds a practically meaningful threshold in semiparametric distribution regression.
(1997): A Conditional Kolmogorov Test, Econometrica, 65(5), 1097--1128
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
econ.EM 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Practically significant differences between conditional distribution functions
The authors develop a pivotal, self-normalized test for whether the L2 distance between two conditional distribution functions exceeds a practically meaningful threshold in semiparametric distribution regression.