Goodness-of-fit Tests in Nonparametric Regression
AbstractAMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2004-12.
Date of creation: 2004
Date of revision:
Contact details of provider:
Web page: http://center.uvt.nl
Goodness-of-fit; nonparametric regression; test for independence; weak convergence;
Other versions of this item:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-07 (All new papers)
- NEP-ECM-2004-03-07 (Econometrics)
- NEP-RMG-2004-03-07 (Risk Management)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Einmahl, J.H.J. & Keilegom, I. van, 2006.
"Tests for Independence in Nonparametric Regression,"
2006-80, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & Keilegom, I. van, 2008. "Tests for independence in nonparametric regression," Open Access publications from Tilburg University urn:nbn:nl:ui:12-192434, Tilburg University.
- Adang, Pim & Melenberg, Bertrand, 1995. "Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 1-15, Jan.-Marc.
- Dette, Holger & van Keilegom, Ingrid, 2005. "new test for the parametric form of the variance function in nonparametric regression," Technical Reports 2005,32, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Adang, P.J.M. & Melenberg , B., 1995. "Nonnegativity constraints and intratemporal uncertainty in multi-good life-cycle models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-383455, Tilburg University.
- Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006.
"Testing For Stochasticmonotonicity,"
STICERD - Econometrics Paper Series
/2006/504, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Sokbae 'Simon' Lee & Oliver Linton & Yoon-Jae Whang, 2008. "Testing for stochastic monotonicity," CeMMAP working papers CWP21/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006. "Testing for stochastic monotonicity," LSE Research Online Documents on Economics 4425, London School of Economics and Political Science, LSE Library.
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