A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model

DOI10.1016/j.spl.2007.01.017zbMath1116.62055MaRDI QIDQ2373692

Lan Wang

Publication date: 16 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.017

zbMATH Keywords

quantile; censored data; specification test; median regression; tobit model; smooth alternative; nearest-neighbor windows

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62N01: Censored data models

Related Items

Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models, Distribution-free test in Tobit mean regression model, A lack-of-fit test in Tobit errors-in-variables regression models, Nonparametric inference of quantile curves for nonstationary time series, Model checking in Tobit regression via nonparametric smoothing, Nonparametric test for checking lack of fit of the quantite regression model under random censoring

Cites Work

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• Nonparametric smoothing and lack-of-fit tests
• Sample Selection Bias as a Specification Error
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• Goodness-of-fit tests for kernel regression with an application to option implied volatilities