Goodness-of-fit tests for the error distribution in nonparametric regression
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- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- J. Hambuckers & C. Heuchenne, 2017.
"A robust statistical approach to select adequate error distributions for financial returns,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(1), pages 137-161, January.
- Hambuckers, Julien & Heuchenne, Cedric, 2017. "A robust statistical approach to select adequate error distributions for financial returns," LIDAM Reprints ISBA 2017031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- M. Jiménez Gamero, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 412-413, September.
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More about this item
Keywords
Bandwidth selection Bootstrap Error distribution Goodness-of-fit tests Local polynomial estimation Nonparametric regression;Statistics
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