Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

DOI10.1111/J.1467-9469.2012.00821.XzbMath1364.62126OpenAlexW2164722413MaRDI QIDQ2852622

Taoufik Bouezmarni, Anouar El Ghouch, Marc G. Genton

Publication date: 9 October 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2012_01-Measuring_the_discrepancy_of....pdf

zbMATH Keywords

model misspecificationvalidation teststrong mixing sequenceexplanatory powerinadequacy indexmultivariate local polynomial smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Quality of Fit Measures in the Framework of Quantile Regression

Uses Software

• R
• np

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A consistent test of functional form via nonparametric estimation techniques
• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
• Misspecified models with dependent observations
• A class of linear regression parameter estimators constructed by nonparametric estimation
• On bootstrap confidence intervals in nonparametric regression
• A simple consistent bootstrap test for a parametric regression function
• Comparing nonparametric versus parametric regression fits
• Resampling methods for dependent data
• A power comparison between nonparametric regression tests.
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Validation of linear regression models
• The jackknife and the bootstrap for general stationary observations
• Significance testing in nonparametric regression based on the bootstrap.
• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• Semiparametric tests of conditional moment restrictions under weak or partial identification
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
• Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Some Methodological Aspects of Validation of Models in Nonparametric Regression
• MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Testing linearity of regression models with dependent errors by kernel based methods

This page was built for publication: Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing