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 2006-79.
Date of creation: 2006
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Web page: http://center.uvt.nl
Bootstrap; empirical process; goodness-of-fit; location-scale regression; model diagnostics; 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
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- 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.
- Einmahl, J.H.J. & Keilegom, I. van, 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
- 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.
- 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.
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