Testing goodness of fit for the distribution of errors in multivariate linear models

DOI10.1016/j.jmva.2004.08.010zbMath1070.62029MaRDI QIDQ2567122

M. D. Jiménez Gamero, J. Muñoz García, R. Pino Mejías

Publication date: 29 September 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.010

zbMATH Keywords

characteristic function; linear models; goodness-of-fit; residuals; distribution of errors

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

62J20: Diagnostics, and linear inference and regression

Related Items

A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions, A Class of Goodness-of-fit Tests Based on Transformation, An updated review of goodness-of-fit tests for regression models, Tests for the error distribution in nonparametric possibly heteroscedastic regression models, Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity, Goodness-of-fit tests based on empirical characteristic functions, A homogeneity test for bivariate random variables, Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics, Goodness-of-fit tests for the error distribution in nonparametric regression, On the empirical characteristic function process of the residuals in GARCH models and applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on scale estimates based on the empirical characteristic function and their application to test for normality
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• A consistent test for multivariate normality based on the empirical characteristic function
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Asymptotic results for goodness-of-fit statistics with unknown parameters
• Large sample theory for U-statistics and tests of fit
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• A new approach to the BHEP tests for multivariate normality
• Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
• Testing for normality in arbitrary dimension
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Goodness-of-fit tests for mixed model diagnostics.
• Empirical process of residuals for high-dimensional linear models
• On some global measures of the deviations of density function estimates
• The non-singularity of generalized sample covariance matrices
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• The studentized empirical characteristic function and its application to test for the shape of distribution
• Testing goodness of fit for the distribution of errors in regression models
• Bootstrapping a consistent nonparametric goodness-of-fit test
• A test for normality based on the empirical characteristic function
• A test for normality based on the empirical characteristic function