Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach
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- Juan Mora & Alicia Pérez-Alonso, 2009. "Specification tests for the distribution of errors in nonparametric regression: a martingale approach," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(4), pages 441-452.
References listed on IDEAS
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Cited by:
- 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.
- Heuchenne, Cédric & Van Keilegom, Ingrid, 2010. "Goodness-of-fit tests for the error distribution in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1942-1951, August.
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Keywords
Specification Tests; Nonparametric Regression; Empirical Processes.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-07-20 (Econometrics)
- NEP-ORE-2008-07-20 (Operations Research)
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