Libros:

Billingsley, P. (1968). Convergence of probability measures. Wiley.

Claeskens, G., Hjort, N.L. (2008). Model Selection and Model Averaging. Cambridge University Press. 

Conover, W.J. (1980). Practical Nonparameric Statistics. Wiley. 

Efron, B. y Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman and Hall.

Härdle, W. (1990). Applied Nonparametric Regression. Cambridge University Press.

Härdle, W., Müller, M.; Sperlich, S. y Werwatz, A. (2004). Nonparametric and Semiparametric Models. Springer.

Hart, J. D. (1997). Nonparametric Smoothing and Lack-of-Fit Tests. Springer- Verlag, New York.

Huber-Carol, C., Balakrishnan, N., Nikulin, M.S. y Mesbah, M., editores (2002). Goodness-of-Fit Tests and Model Validity. Birkhäuser.

Rohatgi, V.K. (1984). Statistical Inference. Wiley.

Vélez Ibarrola, R., García Pérez, A. (1993). Principios de Inferencia Estadística. UNED.

Zhu, L.-X. (2005). Nonparametric Monte Carlo Tests and Their Applications. Lecture Notes in Statistics, vol. 182. Springer.

Artigos:

Ahmad, I.A. y Li, Q. (1997). Testing symmetry of an unknown density function  by kernel method. Journal of Nonparametric Statistics 7, 279-293.

Bickel, P.J. y Rosenblatt, M. (1973). On some global measures of the deviations  of density function estimates. The Annals of Statistics 1, 1071-1095.

Bierens, H.J. (1990). A consistent conditional moment test of functional form.  Econometrica 58, 1443-1458.

Bierens, H.J. y Ploberger, W. (1997). Asymptotic theory of integrated  conditional moment tests. Econometrica 65, 1129-1152.

Butler, C.C. (1969). A test for symmetry using the sample distribution function.  The Annals of Mathematical Statistics 40, 2209-2210.

Cao, R. y Lugosi, G. (2005). Goodness-of-fit tests based on the kernel density  estimator. Scandinavian Journal of Statistics 32, 599-616.

Csörgo, M. y Horváth, L. (1998). Invariance principles for changepoint   problems. Journal of Multivariate Analysis 27, 151-168.

Delgado, M.A. (1993). Testing the equality of nonparametric regression curves. Statistics and Probability Letters 17, 199-204.

Delgado, M.A. y González Manteiga, W. (2001). Significance testing in  nonparametric regression based on the bootstrap. The Annals of Statistics 29, 1469-1507.

Dette, H. (1999). A consistent test for the functional form of a regression based  on a difference of variance estimators. The Annals of Statistics 27, 1012-1040.

Dette, H. y Munk, A. (2003). Some methodological aspects of validation of models in nonparametric regression. Statistica Neerlandica, 57 (2), 207-244.

Fan, Y. (1994). Testing the goodness-of-fit of a parametric density function by kernel method. Econometric Theory 10, 316-356.

Fan, Y. y Li, Q. (2000). Consistent model specification tests: kernel-based tests versus Bierens' ICM tests. Econometric Theory 16, 1016-1041.

Gozalo, P. (1993). A consistent model specification test for nonparametric estimation of regression function models. Econometric Theory 9, 451-477.

González-Manteiga, W. y Crujeiras, R. M. (2013). Un updated review of goodness-of-fit tests for regression models. TEST, 22, 361-411.

Härdle, W. y Mammen, E. (1993). Comparing nonparametric versus parametric regression fits. The Annals o Statistics 21, 1926-1947.

Horowitz, J. y Härdle, W. (1994). Testing a parametric model against a semi- parametric alternative. Econometric Theory 10, 821-848.

Li, Q. y Wang, S. (1998). A simple consistent bootstrap test for a parametric regression function. Journal of Econometrics 87, 145-165.

Miles, D. y Mora, J. (2003). On the performance of nonparametric specification tests in regression models. Computational Statistics and Data Analysis 42, 477- 490.

Pettitt, A.N. (1979). A nonparametric approach to the change-point problem. Journal of the Royal Statistical Society, Series C, 28, 126-135.

Rothman, E.D. y Woodroofe, M. (1972). A Cramér von-Mises type statistic for testing symmetry. The Annals of Mathematical Statistics, 43, 2035-2038.

Shapiro, S.S., Wilk, M.B. y Chen, H.J. (1968). A comparative study of various tests for normality. Journal of the American Statistical Association 63, 1343- 1372.

Stute, W. (1997). Nonparametric model checks for regression. The Annals of Statistics 25, 613-641.

Stute, W., González Manteiga, W. y Presedo Quindimil, M. (1998). Bootstrap approximations in model checks for regression. Journal o the American Statistical Association 93, 141-149. f

Zheng, J.X. (1996). A consistent test of functional form via nonparametric estimation techniques. Journal of Econometrics 75, 263-289.