TY - JOUR AU - Escanciano, Juan Carlos AU - Pardo Fernández, Juan Carlos AU - Keilegom, Ingrid van PY - 2018 SN - 00905364 UR - http://hdl.handle.net/11093/1031 AB - This article proposes a new general methodology for constructing nonparametric and semiparametric Asymptotically Distribution-Free (ADF) tests for semiparametric hypotheses in regression models for possibly dependent data coming from a strictly... LA - eng PB - The Annals of Statistics TI - Asymptotic distribution-free tests for semiparametric regressions with dependent data DO - 10.1214/17-AOS1581 ER -