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

DOI10.1007/S10463-006-0111-3MaRDI QIDQ1029643zbMATH OpenOpenAlexFDO

Authors Jorge L. Ojeda, J. A. Cristóbal Cristóbal, José T. Alcalá

Publication date 13 July 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-006-0111-3

zbMATH Keywords

bootstraplocal linear estimatormodel checkinglength-biased datalack-of-fit test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 1515419 (Why is no real title available?)
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• Jackknife, bootstrap and other resampling methods in regression analysis
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• Nonparametric regression estimators for length biased data
• Nonparametric smoothing and lack-of-fit tests
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• Statistics and Truth
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
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Cited in

(4)

• Testing regression models with selection-biased data
• Likelihood ratio inference for mean residual life of length-biased random variable
• An updated review of goodness-of-fit tests for regression models
• A generalized class of form-invariant bivariate weighted distributions

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