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基于数据依赖分区的条件分布设定检验AI 解读

This article introduces a Pearson-type goodness-of-fit test for the parametric specification of conditional distribution models with continuous responses. Under correct specification, the Rosenblatt transform is uniformly distributed on $[0,1]$ conditionally on the explanatory variables. The test exploits this characterization by cross-classifying the transformed observations and the explanatory variables according to partitions of $[0,1]$ and their support, respectively.…

持续时间分析中的分布回归：失业历程应用AI 解读

This article proposes inference procedures for distribution regression models in duration analysis using randomly right-censored data. This generalizes classical duration models by allowing situations where explanatory variables' marginal effects freely vary with duration time. The article discusses applications to testing uniform restrictions on the varying coefficients, inferences on average marginal effects, and others involving conditional distribution estimates. Finite…