A lack-of-fit test in Tobit errors-in-variables regression models

DOI10.1016/j.spl.2011.07.015zbMath1225.62065MaRDI QIDQ645418

Weixin Yao, Wei-xing Song

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.07.015

zbMATH Keywords

consistency; Brownian motion; local power; Khmaladze transformation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

Related Items

Model checking in Tobit regression with measurement errors using validation data

Cites Work

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