Bootstrap tests for the error distribution in linear and nonparametric regression models
Download full text from publisher
References listed on IDEAS
- O. Lepski & A. Tsybakov, 1996. "Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point," SFB 373 Discussion Papers 1996,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Koul, H. L. & Lahiri, S. N., 1994. "On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 49(2), pages 255-265, May.
- Efromovich, Sam & Samarov, Alex, 1996. "Asymptotic equivalence of nonparametric regression and white noise model has its limits," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 143-145, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Einmahl, J.H.J. & van Keilegom, I., 2006.
"Tests for Independence in Nonparametric Regression,"
2006-80, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & van Keilegom, I., 2008. "Tests for independence in nonparametric regression," Other publications TiSEM 4356c520-d1d5-4156-b5b7-0, Tilburg University, School of Economics and Management.
- J. Baixauli & Susana Alvarez, 2006. "Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 27-46, August.
- Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
More about this item
Keywordsgoodness-of-fit; residual process; parametric bootstrap; linear model; analysis of variance; M-estimation; nonparametric regression;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:sfb475:200438. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics). General contact details of provider: http://edirc.repec.org/data/isdorde.html .