Comparing nonparametric versus parametric regression fits

DOI10.1214/AOS/1176349403zbMath0795.62036OpenAlexW2074931146MaRDI QIDQ1317257

Wolfgang Karl Härdle, Enno Mammen

Publication date: 18 April 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349403

zbMATH Keywords

bootstrapMonte Carlokernel estimatorsEngel curveswild bootstrapcurve estimategoodness-of-fit-testintegrated squared deviation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Parametric inference (62F99) Nonparametric statistical resampling methods (62G09)

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

An adaptive lack of fit test for big data ⋮ A permutation approach to goodness-of-fit testing in regression models ⋮ Stochastically weighted average conditional moment tests of functional form ⋮ Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling ⋮ Optimal minimax rates of specification testing with data-driven bandwidth ⋮ Partial linear additive distortion measurement errors models ⋮ Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form ⋮ Model Checking for Parametric Ordinary Differential Equations Systems ⋮ Nonparametric testing for the specification of spatial trend functions ⋮ Goodness-of-fit test for partial functional linear model with errors in scalar covariates ⋮ A new non‐parametric cross‐spectrum estimator ⋮ Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models ⋮ Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach ⋮ Model checking for parametric single-index models with massive datasets ⋮ Use generalized linear models or generalized partially linear models? ⋮ Testing the missing at random assumption in generalized linear models in the presence of instrumental variables ⋮ Flexible specification testing in quantile regression models ⋮ Testing For Global Covariate Effects in Dynamic Interaction Event Networks ⋮ A nonparametric doubly robust test for a continuous treatment effect ⋮ Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity ⋮ Bootstrap approximation in a partially linear regression model ⋮ A nonparametric least-squares test for checking a polynomial relationship ⋮ Testing linearity of regression models with dependent errors by kernel based methods ⋮ Optimal designs for testing the functional form of a regression via nonparametric estimation techniques ⋮ An equality test across nonparametric regressions ⋮ Resampling for checking linear regression models via non-parametric regression estimation ⋮ Model check by kernel methods under weak moment conditions. ⋮ Consistent specification testing for conditional moment restrictions ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative ⋮ Yield curve estimation by kernel smoothing methods ⋮ Plug-in bandwidth choice in partial linear models with autoregressive errors ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ A semiparametric dynamic higher-order spatial autoregressive model ⋮ Kernel-weighted specification testing under general distributions ⋮ A semiparametric model for the cause-specific hazard under risk proportionality ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Nonparametric Inference for Time-Varying Coefficient Quantile Regression ⋮ Specification Test for Spatial Autoregressive Models ⋮ Measuring Granger Causality in Quantiles ⋮ Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models ⋮ Nonparametric Specification Testing of Conditional Asset Pricing Models ⋮ Combining multiple imputation with raking of weights: an efficient and robust approach in the setting of nearly true models ⋮ Exploration of heterogeneous treatment effects via concave fusion ⋮ A test of U-type for goodness-of-fit in regression models through martingale difference divergence ⋮ Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors ⋮ A Gaussian process approach to model checks ⋮ Testing Additive Separability of Error Term in Nonparametric Structural Models ⋮ Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes ⋮ Consistent model checking procedures for parametric regressions with missing response ⋮ Goodness of fit test for isotonic regression ⋮ ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS ⋮ Testing Hypotheses on fouriercoefficients in non parametricregression model ⋮ Unnamed Item ⋮ LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS ⋮ ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES ⋮ TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS ⋮ TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT ⋮ Testing symmetry in nonparametric regression models ⋮ A bootstrap test for single index models ⋮ Bootstrapping the order selection test ⋮ Average squared residuals approach for testing linear hypotheses in nonparametric regression ⋮ Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate ⋮ Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks ⋮ NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS ⋮ Testing a linear relationship in varying coefficient spatial autoregressive models ⋮ Inference of the derivative of nonparametric curve based on confidence distribution ⋮ Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals ⋮ Nonparametric confidence bands construction for GLM models with length biased data ⋮ NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS ⋮ Goodness-of-fit tests for multiple regression with circular response ⋮ TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES ⋮ Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials ⋮ Bootstrapping a consistent nonparametric goodness-of-fit test ⋮ Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure ⋮ Measures of Dependence and Tests of Independence ⋮ A Review on Dimension-Reduction Based Tests For Regressions ⋮ An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models ⋮ A consistent specification test of independence ⋮ Nonparametric statistics for testing of linearity and serial independence ⋮ Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis ⋮ Unnamed Item ⋮ Smoothing-based lack-of-fit tests: variations on a theme ⋮ Specification testing in random coefficient models ⋮ A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS ⋮ SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA ⋮ Discrimination measures for survival outcomes: Connection between the AUC and the predictiveness curve ⋮ Improved local quantile regression ⋮ ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS ⋮ Non‐parametric Regression Tests Using Dimension Reduction Techniques ⋮ Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals ⋮ A projection-based consistent test incorporating dimension-reduction in partial linear models ⋮ Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes ⋮ Adaptive Nonparametric Comparison of Regression Curves ⋮ A comparison of different nonparametric methods for inference on additive models ⋮ AnL₂point of view in testing monotone regression ⋮ Goodness‐of‐fit Test for Directional Data

This page was built for publication: Comparing nonparametric versus parametric regression fits