Nonparametric model check based on local polynomial fitting

DOI10.1016/S0167-7152(00)00012-2MaRDI QIDQ1573258zbMATH OpenWikidataFDO

Authors Zhenjun Liu, Thanasis Stengos, Qi Li

Publication date 7 April 2002

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

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00012-2

zbMATH Keywords

local polynomial fittingmodel specification test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05)

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Cites work

• A consistent test of functional form via nonparametric estimation techniques
• A simple consistent bootstrap test for a parametric regression function
• Asymptotic Theory of Integrated Conditional Moment Tests
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• Local linear regression smoothers and their minimax efficiencies
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate locally weighted least squares regression
• Multivariate regression estimation: Local polynomial fitting for time series
• Nonparametric model checks for regression
• Testing goodness-of-fit in regression via order selection criteria
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Variable bandwidth and local linear regression smoothers

Cited in

(7)

• Goodness-of-fit test for linear models based on local polynomials
• Omnibus test for covariate effects in conditional copula models
• An updated review of goodness-of-fit tests for regression models
• Finding local departures from a parametric model using nonparametric regression
• Local Linear Estimation of a Nonparametric Cointegration Model
• Multivariate local polynomial kernel estimators: leading bias and asymptotic distribution
• Nonparametric F-tests for nested global and local polynomial models

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