Model checks for parametric regression models
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Volume (Year): 21 (2012)
Issue (Month): 1 (March)
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References listed on IDEAS
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- Axel Munk & Nicolai Bissantz & Thorsten Wagner & Gudrun Freitag, 2005. "On difference-based variance estimation in nonparametric regression when the covariate is high dimensional," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 19-41.
- Enno Mammen, .
"Comparing nonparametric versus parametric regression fits,"
Statistic und Oekonometrie
9205, Humboldt Universitaet Berlin.
- Hardle, W. & Mammen, E., 1990. "Comparing nonparametric versus parametric regression fits," CORE Discussion Papers 1990065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tiejun Tong & Yuedong Wang, 2005. "Estimating residual variance in nonparametric regression using least squares," Biometrika, Biometrika Trust, vol. 92(4), pages 821-830, December.
- 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.
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