Autocontours: Dynamic Specification Testing
自轮廓（Autocontours）：动态设定检验
We propose a new battery of dynamic specification tests for the joint hypothesis of iid-ness and density function based on the fundamental properties of independent random variables with identical distributions. We introduce a device—the autocontour—whose shape is very sensitive to departures from the null in either direction, thus providing superior power. The tests are parametric with asymptotic t and chi-squared limiting distributions and standard convergence rates. They…