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A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption

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  • Holger Dette
  • Axel Munk

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  • Holger Dette & Axel Munk, 1998. "A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 253-275, June.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:2:p:253-275
    DOI: 10.1023/A:1003439114929
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    References listed on IDEAS

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    1. Delgado, Miguel A., 1993. "Testing the equality of nonparametric regression curves," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 199-204, June.
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    Cited by:

    1. Dette, Holger & Marchlewski, Mareen, 2007. "A test for the parametric form of the variance function in apartial linear regression model," Technical Reports 2007,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. E. Guerre & Pascal Lavergne, 2000. "Minimax Rates for Nonparametric Specification Testing in Regression Models," Econometric Society World Congress 2000 Contributed Papers 0644, Econometric Society.

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