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Kilani Ghoudi, Naâmane Laïb & Mohamed Chaouch. (2023) Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations. Journal of Nonparametric Statistics 35:1, pages 88-121.
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Paul Deheuvels. (2007) Weighted Multivariate Tests of Independence. Communications in Statistics - Theory and Methods 36:14, pages 2477-2491.
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G. Martynov & M. Mesbah. (2006) Goodness of Fit Test and Latent Distribution Estimation in the Mixed Rasch Model. Communications in Statistics - Theory and Methods 35:5, pages 921-935.
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