Testing goodness-of-fit in regression via order selection criteria

From MaRDI portal
Revision as of 07:27, 31 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1206713

DOI10.1214/AOS/1176348775zbMath0776.62045OpenAlexW1974908861MaRDI QIDQ1206713

S. Singh

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348775






Related Items (only showing first 100 items - show all)

Goodness of fit test for isotonic regressionON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELSOn consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises testMartingale transforms goodness-of-fit tests in regression models.Testing Hypotheses on fouriercoefficients in non parametricregression modelConsistency of cross-validation when the data are curvesTesting for no effect in nonparametric regression via spline smoothing techniquesTesting for no effect in nonparametric regressionUse of goodness-of-fit procedures in high dimensional testingAn automatic portmanteau test for serial correlationConsistent model specification tests based on \(k\)-nearest-neighbor estimation methodAsymptotic normality of pseudo-LS estimator for partly linear autoregression modelsTesting linear regression models using non-parametric regression estimators when errors are non-independentBootstrapping the order selection testSmoothing categorical dataNonparametric model checks for regressionBayesian-motivated tests of function fit and their asymptotic frequentist propertiesData-driven rate-optimal specification testing in regression modelsAverage squared residuals approach for testing linear hypotheses in nonparametric regressionMultidimensional specification test based on non-stationary time seriesInference of the derivative of nonparametric curve based on confidence distributionConsistent test for parametric models with right-censored data using projectionsAn updated review of goodness-of-fit tests for regression modelsNN goodness-of-fit tests for linear modelsTesting for additivity in nonparametric regressionA goodness-of-fit test for parametric and semi-parametric models in multiresponse regressionLack-of-fit tests based on weighted ratio of residuals and variancesAdaptive tests of linear hypotheses by model selectionGoodness-of-fit tests in mixed modelsComments on: Goodness-of-fit tests in mixed modesRejoinder to: Goodness-of-fit tests in mixed modelsOn the optimal choice of the number of empirical Fourier coefficients for comparison of regression curvesModel checks for parametric regression modelsA note on testing independence by a copula-based order selection approachStructural test in regression on functional variablesNonparametric tests for stochastic orderingA powerful test based on tapering for use in functional data analysisOptimal calibration for multiple testing against local inhomogeneity in higher dimensionAn ANOVA-type nonparametric diagnostic test for heteroscedastic regression modelsMinimum distance regression model checkingA consistent model specification test with mixed discrete and continuous dataSome automated methods of smoothing time-dependent dataUnnamed ItemData-driven smooth tests for the martingale difference hypothesisOrder selection tests with multiply imputed dataGoodness-of-fit test for linear models based on local polynomialsSmoothing-based lack-of-fit tests: variations on a themeIntegrated conditional moment test for partially linear single index models incorporating dimension-reductionAdaptive goodness-of-fit tests based on signed ranksA note on the nonparametric least-squares test for checking a polynomial relationshipTesting for Lack of Fit in Inverse Regression—with Applications to Biophotonic ImagingData driven smooth tests for composite hypotheses comparison of powersComparison of curves based on a Cramér-von Mises statisticModel checking in errors-in-variables regressionA change-point estimator using local Fourier seriesTesting the linearity in partially linear modelsNonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)Testing the goodness of fit of a linear model by kernel regressionWeighted-bootstrap alignment of explanatory variablesA nonparametric least-squares test for checking a polynomial relationshipSieve empirical likelihood ratio tests for nonparametric functionsTesting linearity of regression models with dependent errors by kernel based methodsResampling for checking linear regression models via non-parametric regression estimationModel check by kernel methods under weak moment conditions.A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONSFrom data to model and back to data: A bond portfolio management problemIntermediate efficiency of some max-type statisticsA basis approach to goodness-of-fit testing in recurrent event modelsTesting lack of fit of regression models under heteroscedasticityNonparametric testing for correlation models with dependent dataTesting Linear Regression Models in Non Regular CaseA New Test for Checking the Equality of the Correlation Structures of two time SeriesAdaptive tests for periodic signal detection with applications to laser vibrometryAccounting for Data-Dependent Degrees of Freedom Selection When Testing the Effect of a Continuous Covariate in Generalized Additive ModelsValidation of linear regression modelsSmooth goodness-of-fit tests for composite hypothesis in hazard based modelsComments on: Goodness-of-fit tests in mixed modelsGoodness-of-fit testing for varying-coefficient modelsSemiparametric optimal estimation with nonignorable nonresponse dataAn \(L_2\) error test with order selection and thresholdingGoodness-of-Fit Test for Monotone FunctionsA consistent test for the functional form of a regression based on a difference of variance estimatorsLack-of-fit tests in linear mixed models with application to wavelet testsDiscussion of ‘Parametric versus nonparametrics: two alternative methodologies’Nonparametric model check based on local polynomial fittingA central limit theorem for a random quadratic form of strictly stationary processesTesting model assumptions in multivariate linear regression modelsA SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONSConsistent model specification tests for time series econometric modelsMultiscale testing of qualitative hypothesesGeneralized likelihood ratio statistics and Wilks phenomenonSemiparametric regression under long-range dependent errors.A simple consistent bootstrap test for a parametric regression functionAdaptive parametric test in a semiparametric regression modelA consistent test for heteroscedasticity in nonparametric regression based on the kernel methodModel specification tests in nonparametric stochastic regression modelsModel selection criteria with data dependent penalty, with applications to data-driven neyman smooth testsAsymptotically minimax test for a composite null hypothesis in the density modelTesting goodness of fit of polynomial models via spline smoothing techniquesUnified approach to testing functional hypotheses in semiparametric contexts





This page was built for publication: Testing goodness-of-fit in regression via order selection criteria