Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
In this poper we present a consistent spacification test of a parametric regression function against a general nonparametric alternative. The proposed test is based on wavelet estimation ant it is shown to have similar rates of convergence to the more commonly used kernel based tests.
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|Date of creation:||1997|
|Date of revision:|
|Contact details of provider:|| Postal: Guelph, Ontario, N1G 2W1|
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