{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,26]],"date-time":"2026-09-26T14:20:59Z","timestamp":1790432459941,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[1998,10,1]],"date-time":"1998-10-01T00:00:00Z","timestamp":907200000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,10]]},"abstract":"<jats:p>In this paper, we study the bias-corrected test \ndeveloped in Fan (1994). It is based on the integrated \nsquared difference between a kernel estimator of the unknown \ndensity function of a random vector and a kernel smoothed \nestimator of the parametric density function to be tested \nunder the null hypothesis. We provide an alternative asymptotic \napproximation of the finite-sample distribution of this \ntest by fixing the smoothing parameter. In contrast to \nthe normal approximation obtained in Fan (1994) in which \nthe smoothing parameter shrinks to zero as the sample size \ngrows to infinity, we obtain a non-normal asymptotic distribution \nfor the bias-corrected test. A parametric bootstrap procedure \nis proposed to approximate the critical values of this \ntest. We show both analytically and by simulation that \nthe proposed bootstrap procedure works. Consistency and \nlocal power properties of the bias-corrected test with \na fixed smoothing parameter are also discussed.<\/jats:p>","DOI":"10.1017\/s0266466698145036","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"604-621","source":"Crossref","is-referenced-by-count":53,"title":["GOODNESS-OF-FIT TESTS BASED ON KERNEL DENSITY ESTIMATORS \nWITH FIXED SMOOTHING PARAMETERS"],"prefix":"10.1017","volume":"14","author":[{"given":"Yanqin","family":"Fan","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,10,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698145036","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,10]],"date-time":"2019-05-10T16:03:00Z","timestamp":1557504180000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698145036\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1998,10]]}},"alternative-id":["S0266466698145036"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698145036","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,10]]}}}