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

DOI10.1016/J.SPL.2005.04.017MaRDI QIDQ2485554zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 August 2005

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.017

zbMATH Keywords

Residual-based empirical processSmooth bootstrapTwo-sample problem

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Comparison of error distributions in nonparametric regression
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function
• Tests for symmetric error distribution in linear and nonparametric regression models
• BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models

Cites work

• A consistent test for conditional symmetry in time series models
• A nonparametric test for serial independence of regression errors
• Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• On bootstrapping M-estimated residual processes in multiple linear regression models
• Testing goodness of fit for the distribution of errors in regression models
• The empirical distribution function of residuals from generalised regression
• Weak convergence of the sequential empirical processes of residuals in ARMA models
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(7)

• Simulation of errors in linear regression: an approach based on fixed percentage area
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function
• Comparisons of stationary distributions of linear models
• An updated review of goodness-of-fit tests for regression models
• A weighted bootstrap approximation for comparing the error distributions in nonparametric regression
• Comparing distributions with bootstrap techniques: An application to global solar radiation
• Comparison of error distributions in nonparametric regression

This page was built for publication: Comparing distribution functions of errors in linear models: a nonparametric approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485554)