Finding local departures from a parametric model using nonparametric regression

DOI10.1007/S00362-007-0116-XzbMath1247.62119OpenAlexW2044868375WikidataQ57976644 ScholiaQ57976644MaRDI QIDQ451368

Mario Francisco Fernández, Jean D. Opsomer

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0116-x

zbMATH Keywords

local polynomial regressionwild bootstrapCramér-von Mises test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)

Related Items (8)

A computational validation for nonparametric assessment of spatial trends ⋮ Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities ⋮ Inference of the derivative of nonparametric curve based on confidence distribution ⋮ Goodness-of-fit tests for multiple regression with circular response ⋮ A goodness-of-fit test for regression models with spatially correlated errors ⋮ BUSDM – an algorithm for the bottom-up search of departures from a model ⋮ Bivariate discrete beta kernel graduation of mortality data ⋮ Several nonparametric and semiparametric approaches to linear mixed model regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A consistent test of functional form via nonparametric estimation techniques
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Testing a linear regression model against nonparametric alternatives
• Comparing nonparametric versus parametric regression fits
• Adaptive hypothesis testing using wavelets
• Nonparametric smoothing and lack-of-fit tests
• A consistent test for the functional form of a regression based on a difference of variance estimators
• The jackknife and bootstrap
• NN goodness-of-fit tests for linear models
• Goodness-of-fit test for linear models based on local polynomials
• Local Likelihood Estimation
• On a Theorem of Pitman
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• On the use of nonparametric regression for model checking
• Diagnostics for Assessing Regression Models
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
• A nonparametric least-squares test for checking a polynomial relationship

This page was built for publication: Finding local departures from a parametric model using nonparametric regression