An updated review of goodness-of-fit tests for regression models (Q364173)

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English	An updated review of goodness-of-fit tests for regression models	scientific article

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title

An updated review of goodness-of-fit tests for regression models (English)

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zbMATH Open document ID

1273.62086

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DOI

10.1007/s11749-013-0327-5

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author

Rosa M. Crujeiras

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Wenceslao González Manteiga

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published in

Test

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publication date

5 September 2013

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Mathematics Subject Classification ID

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bootstrap calibration

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empirical distribution of residuals

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empirical regression process

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likelihood ratio tests

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smoothing tests

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describes a project that uses

fda (R)

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11749-013-0327-5

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Goodness of fit tests based on the L2-norm of multivariate probability density functions

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Nonparametric tests of the Markov hypothesis in continuous-time models

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Non-parametric Estimation of the Residual Distribution

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Goodness of fit testing using a specific density estimate

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Goodness-of-fit test for linear models based on local polynomials

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Estimation and testing in a partial linear regression model under long-memory dependence

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Q4272821

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On the use of nonparametric regression for model checking

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A note on the Bickel\,-\,Rosenblatt test in autoregressive time series

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Are There Two Regressions?

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On some global measures of the deviations of density function estimates

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Testing linearity of regression models with dependent errors by kernel based methods

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Optimal designs for testing the functional form of a regression via nonparametric estimation techniques

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Consistent model specification tests

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Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances

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Testing model assumptions in functional regression models

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Bootstrap methods in regression smoothing∗

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Goodness-of-fit tests for conditional models under censoring and truncation

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Goodness‐of‐fit Tests Based on the Kernel Density Estimator

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Q3995078

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Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

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Diagnostic checking of multivariate nonlinear time series models with martingale difference errors

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On the optimization of the weighted Bickel--Rosenblatt test

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Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions

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Q4801741

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An adaptive empirical likelihood test for parametric time series regression models

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A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression

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A review on empirical likelihood methods for regression

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An Empirical Likelihood Goodness-of-Fit Test for Time Series

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A test for model specification of diffusion processes

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Diagnostics for functional regression via residual processes

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Bootstrap specification tests for diffusion processes

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Specification Tests for the Variance of a Diffusion

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Q5654899

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An \(L_2\)-test for comparing spatial spectral densities

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The random projection method in goodness of fit for functional data

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A central limit theorem for generalized quadratic forms

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Testing additivity in nonparametric regression under random censorship

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Testing the equality of nonparametric regression curves

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Significance testing in nonparametric regression based on the bootstrap.

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Distribution-free tests for time series models specification

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Distribution free goodness-of-fit tests for linear processes

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Structural test in regression on functional variables

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A test for additivity in nonparametric regression

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A consistent test for the functional form of a regression based on a difference of variance estimators

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A consistent test for heteroscedasticity in nonparametric regression based on the kernel method

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Scale Checks in Censored Regression

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A note on testing hypotheses for stationary processes in the frequency domain

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A test for the parametric form of the variance function in a partial linear regression model

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Testing Heteroscedasticity In Nonparametric Regression

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Nonparametric analysis of covariance.

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Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities

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Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach

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Testing additivity by kernel-based methods -- what is a reasonable test?

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On a test for a parametric form of volatility in continuous time financial models

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A bootstrap test for the comparison of nonlinear time series

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A comparison of different nonparametric methods for inference on additive models

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Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing

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Comparing Conditional Quantile Curves

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Testing for constant variance in a linear model

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On the Use of the Variogram in Checking for Independence in Spatial Data

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Exploring a valid model for the variogram of an isotropic spatial process

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A nonparametric test for the regression function: Asymptotic theory

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Goodness-of-fit tests for nonlinear heteroscedastic regression models

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ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS

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Testing the Martingale Difference Hypothesis

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Weak convergence of the sample distribution function when parameters are estimated

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Bootstrap methods: another look at the jackknife

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Testing nonparametric and semiparametric hypotheses in vector stationary processes

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Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models

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A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

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Q5434013

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Weak convergence of non-stationary multivariate marked processes with applications to martingale testing

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ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS

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Testing single-index restrictions with a focus on average derivatives

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Generalized spectral tests for the martingale difference hypothesis

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Testing the martingale difference hypothesis using integrated regression functions

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Specification tests of parametric dynamic conditional quantiles

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

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Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests

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Testing for no effect in nonparametric regression

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Testing for additivity in nonparametric regression

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Q4660419

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Q3125064

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Nonparametric Inferences for Additive Models

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Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)

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A Reexamination of Diffusion Estimators With Applications to Financial Model Validation

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Generalised likelihood ratio tests for spectral density

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Generalized likelihood ratio statistics and Wilks phenomenon

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Q4450669

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Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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Some higher-order theory for a consistent non-parametric model specification test

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Goodness-of-fit tests for copulas

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Nonparametric functional data analysis. Theory and practice.

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Testing for Differences Between Conditional Means in a Time Series Context

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Bootstrap of kernel smoothing in nonlinear time series

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Nonlinear Time Series

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Specification testing in discretized diffusion models: theory and practice

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Bandwidth Selection in Nonparametric Kernel Testing

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ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS

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Specification testing in nonlinear and nonstationary time series autoregression

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A nonparametric least-squares test for checking a polynomial relationship

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The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator

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Testing in partial linear regression models with dependent errors

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Asymptotic properties of a generalized kaplan-meier estimator with some applications

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Testing the hypothesis of a general linear model using nonparametric regression estimation

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Goodness-of-fit tests for linear regression models with missing response data

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Testing linear regression models using non-parametric regression estimators when errors are non-independent

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A note on variable selection in nonparametric regression with dependent data

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Local power properties of kernel based goodness of fit tests

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Testing additivity in generalized nonparametric regression models with estimated parameters

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Analysis of Covariance with Incomplete Data Via Semiparametric Model Transformations

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Bootstrap non-parametric significance test

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OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS

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Data-driven rate-optimal specification testing in regression models

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Parameter estimation for a stationary process on a d-dimensional lattice

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Bootstrap Test for Difference Between Means in Nonparametric Regression

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Testing the suitability of polynomial models in errors-in-variables problems

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Unified approach to testing functional hypotheses in semiparametric contexts

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Covariate-Matched One-Sided Tests for the Difference Between Functional Means

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Comparing nonparametric versus parametric regression fits

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Semiparametric comparison of regression curves

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Testing Parametric versus Semiparametric Modeling in Generalized Linear Models

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Structural Tests in Additive Regression

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Nonparametric smoothing and lack-of-fit tests

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Kernel Regression When the Boundary Region is Large, With an Application to Testing the Adequacy of Polynomial Models

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A Lack-of-Fit Test for Quantile Regression

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Nonparametric estimation and testing of fixed effects panel data models

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Goodness-of-fit tests for the error distribution in nonparametric regression

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Specification testing for regression models with dependent data

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Goodness of fit for lattice processes

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Bootstrap specification tests for linear covariance stationary processes

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Nonparametric tests of linearity for time series

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Nonparametric statistics for testing of linearity and serial independence

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Linearity testing using local polynomial approximation

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Extending the scope of empirical likelihood

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An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

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An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models

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A consistent model specification test with mixed discrete and continuous data

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Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression

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Analysis of Variance and F-Tests for Partial Linear Models With Applications to Environmental Health Data

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Omnibus tests for the error distribution in the linear regression model

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Q3552466

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Tests for the error distribution in nonparametric possibly heteroscedastic regression models

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Strong representation of a generalized product-limit estimator for truncated and censored data with some applications

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Minimax nonparametric detection of signals in white Gaussian noise

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Asymptotically minimax hypothesis testing for nonparametric alternatives. I

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Asymptotically minimax hypothesis testing for nonparametric alternatives. II

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Asymptotically minimax hypothesis testing for nonparametric alternatives. III

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

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Martingale transforms goodness-of-fit tests in regression models.

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Goodness-of-fit problem for errors in nonparametric regression: distribution free approach

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Empirical Likelihood-Based Inference in Conditional Moment Restriction Models

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Regression Quantiles

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Regression analysis with randomly right-censored data

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Minimum distance regression model checking

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Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation

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Regression model checking with Berkson measurement errors

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Minimum distance regression model checking with Berkson measurement errors

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Q3057792

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Nonparametric model checks for time series

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Q3378791

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A nonparametric test of fit of a parametric model

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Bootstrap tests for simple structures in nonparametric time series regression

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Semi-nonparametric estimation and misspecification testing of diffusion models

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Comparison of Regression Curves Using Quasi-Residuals

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Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves

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Bandwidth selection for power optimality in a test of equality of regression curves

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On the goodness-of-fit testing for ergodic diffusion processes

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An equality test across nonparametric regressions

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Breaking the curse of dimensionality in nonparametric testing

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The Bickel--Rosenblatt test for diffusion processes

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On the Bickel-Rosenblatt test for first-order autoregressive models

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RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES

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Using local linear kernel smoothers to test the lack of fit of nonlinear regression models

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TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS

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A consistent bootstrap test for conditional density functions with time-series data

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A simple consistent bootstrap test for a parametric regression function

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Lack-of-fit testing of a regression model with response missing at random

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The LIL for the Bickel-Rosenblatt test statistic

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Estimation and testing for partially linear single-index models

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Testing homoscedasticity in nonparametric regression

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Nonparametric Versus Parametric Goodness of Fit

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Testing the equality of linear single-index models

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Bootstrap procedures under some non-i.i.d. models

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Nonparametric model check based on local polynomial fitting

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Nonparametric lack-of-fit tests for parametric mean-regression models with censored data

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Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions

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Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach

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Identification of nonlinear time series from first order cumulative characteristics

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Specification tests in mixed effects models

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On the performance of nonparametric specification tests in regression models

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Goodness-of-fit test for interest rate models: an approach based on empirical processes

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Comparing distribution functions of errors in linear models: a nonparametric approach

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Specification tests for the distribution of errors in nonparametric regression: a martingale approach

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Q4012361

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Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates

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Nonparametric comparison of several regression functions: Exact and asymptotic theory

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Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise

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On Non-Parametric Estimates of Density Functions and Regression Curves

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Goodness of fit test for ergodic diffusion processes

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Goodness of fit test for ergodic diffusions by tick time sample scheme

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On bootstrapping \(L_2\)-type statistics in density testing

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Simultaneous confidence bands in spectral density estimation

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Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations

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Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals

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Nonparametric comparison of regression curves: An empirical process approach

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Comparison of Separable Components in Different Samples

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Estimating the error distribution in nonparametric multiple regression with applications to model testing

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Goodness-of-fit tests for parametric regression with selection biased data

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A bootstrap approach to model checking for linear models under length-biased data

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Goodness-of-Fit Methods for Generalized Linear Mixed Models

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Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models

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Testing temporal constancy of the spectral structure of a time series

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Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

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Comparison of error distributions in nonparametric regression

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Comparison of Regression Curves with Censored Responses

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Goodness‐of‐fit tests for parametric models in censored regression

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Q5457409

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Sizer analysis for the comparison of regression curves

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On Estimation of a Probability Density Function and Mode

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Q5679553

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X2goodness-of-fit tests for polynomial regression

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Q4507918

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Functional data analysis.

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Root-N-Consistent Semiparametric Regression

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Testing the link when the index is semiparametric -- a comparative study

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Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation

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Remarks on Some Nonparametric Estimates of a Density Function

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Q3634329

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Minimum distance conditional variance function checking in heteroscedastic regression models

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Exploring Regression Structure Using Nonparametric Functional Estimation

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Residual‐Based Diagnostics for Structural Equation Models

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Uniform Representation of Product‐Limit Integrals with Applications

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Q4125602

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Bootstrapping the Local Periodogram of Locally Stationary Processes

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Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes

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Testing semiparametric conditional moment restrictions using conditional martingale transforms

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Model checking in errors-in-variables regression

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A martingale approach for testing diffusion models based on infinitesimal operator

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Q3823646

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Local polynomial inference for small area statistics: estimation, validation and prediction

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Integration and backfitting methods in additive models -- finite sample properties and comparison

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NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS

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Adaptive hypothesis testing using wavelets

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Data-driven testing the fit of linear models

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Nonparametric comparison of regression functions

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Diagnostics for Assessing Regression Models

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Consistent estimation under random censorship when covariables are present

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Q3838097

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Nonparametric model checks for regression

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Q4944577

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NN goodness-of-fit tests for linear models

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Nonparametric checks for single-index models

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Model Checks for Generalized Linear Models

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Bootstrap based goodness-of-fit-tests

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Bootstrap Approximations in Model Checks for Regression

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Model checks for regression: an innovation process approach

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Nonparametric model checks in censored regression

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Model checks of higher order time series

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Model diagnosis for parametric regression in high-dimensional spaces

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A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS

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Checking the adequacy of a general linear model with responses missing at random

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Model checking for partially linear models with missing responses at random

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On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests

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On the choice of the smoothing parameter for the BHEP goodness-of-fit test

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A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring

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Testing conditional moment restrictions

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Goodness-of-fit tests in parametric regression based on the estimation of the error distribution

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Empirical likelihood based testing for regression

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Bootstrap test of goodness of fit to a linear model when errors are correlated

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Resampling for checking linear regression models via non-parametric regression estimation

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Bootstrap tests for nonparametric comparison of regression curves with dependent errors

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Nonparametric test for checking lack of fit of the quantite regression model under random censoring

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Q5510038

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Empirical likelihood based diagnostics for heteroscedasticity in partial linear models

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Some Alternatives to the Box-Cox Regression Model

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Jackknife, bootstrap and other resampling methods in regression analysis

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Model checking in regression via dimension reduction

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Q4461332

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Testing heteroscedasticity in partially linear regression models

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Non-Parametric Analysis of Covariance

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Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking

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Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers

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A power comparison between nonparametric regression tests.

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A consistent test of functional form via nonparametric estimation techniques

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Nonparametric inference of quantile curves for nonstationary time series

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Diagnostic Measures for Generalized Linear Models with Missing Covariates

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Nonparametric Monte Carlo tests and their applications.

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Q4438061

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Heteroscedasticity checks for regression models

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