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Finding local departures from a parametric model using nonparametric regression

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  • J. Opsomer
  • M. Francisco-Fernández

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  • J. Opsomer & M. Francisco-Fernández, 2010. "Finding local departures from a parametric model using nonparametric regression," Statistical Papers, Springer, vol. 51(1), pages 69-84, January.
    • Handle: RePEc:spr:stpapr:v:51:y:2010:i:1:p:69-84
    DOI: 10.1007/s00362-007-0116-x
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    References listed on IDEAS

    as
    1. Horowitz, Joel L & Spokoiny, Vladimir G, 2001. "An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model against a Nonparametric Alternative," Econometrica, Econometric Society, vol. 69(3), pages 599-631, May.
    2. Gijbels, Irène & Rousson, Valentin, 2001. "A nonparametric least-squares test for checking a polynomial relationship," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 253-261, February.
    3. Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W., 1999. "Goodness-of-fit test for linear models based on local polynomials," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 39-46, March.
    4. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Andrea Meilán-Vila & Jean D. Opsomer & Mario Francisco-Fernández & Rosa M. Crujeiras, 2020. "A goodness-of-fit test for regression models with spatially correlated errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 728-749, September.
    2. A. Meilán-Vila & R. Fernández-Casal & R. M. Crujeiras & M. Francisco-Fernández, 2021. "A computational validation for nonparametric assessment of spatial trends," Computational Statistics, Springer, vol. 36(4), pages 2939-2965, December.

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