Nonparametric model check based on local polynomial fitting
AbstractIn this paper we propose a consistent model specification test based on local polynomial fitting. The Monte Carlo simulations show that the new test performs favorably with the existing local constant kernel tests.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 48 (2000)
Issue (Month): 4 (July)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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