Goodness-of-fit testing for varying-coefficient models
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 68 (2008)
Issue (Month): 2 (September)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000.
"An empirical likelihood goodness-of-fit test for time series,"
SFB 373 Discussion Papers
2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Song Xi Chen & Wolfgang Härdle & Ming Li, 2003. "An empirical likelihood goodness-of-fit test for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678.
- Cai, Zongwu & Fan, Jianqing & Yao, Qiwei, 2000. "Functional-coefficient regression models for nonlinear time series," Open Access publications from London School of Economics and Political Science http://eprints.lse.ac.uk/, London School of Economics and Political Science.
- Jianhua Z. Huang, 2002. "Varying-coefficient models and basis function approximations for the analysis of repeated measurements," Biometrika, Biometrika Trust, vol. 89(1), pages 111-128, March.
- Chiang C-T. & Rice J. A & Wu C. O, 2001. "Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 605-619, June.
- Fan J. & Huang L-S., 2001. "Goodness-of-Fit Tests for Parametric Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 640-652, June.
- He X. & Zhu L-X., 2003. "A Lack-of-Fit Test for Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1013-1022, January.
- Jianqing Fan, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 27(4), pages 715-731.
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