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Goodness-of-Fit Tests in Nonparametric Regression

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Author Info

  • Einmahl, J.H.J.
  • Keilegom, I. van

    (Tilburg University, Center for Economic Research)

Abstract

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2006-79.

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Date of creation: 2006
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Handle: RePEc:dgr:kubcen:200679

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Web page: http://center.uvt.nl

Related research

Keywords: Bootstrap; empirical process; goodness-of-fit; location-scale regression; model diagnostics; nonparametric regression; test for independence; weak convergence;

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References

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  1. 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.
  2. 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.
  3. 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.
  4. 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.
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Citations

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Cited by:
  1. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, 03.

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