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

From MaRDI portal
Publication:1206713


DOI10.1214/aos/1176348775zbMath0776.62045MaRDI QIDQ1206713

S. Singh

Publication date: 1 April 1993

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348775


62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62J99: Linear inference, regression

62E15: Exact distribution theory in statistics


Related Items

Some automated methods of smoothing time-dependent data, Smoothing-based lack-of-fit tests: variations on a theme, Data driven smooth tests for composite hypotheses comparison of powers, Testing the goodness of fit of a linear model by kernel regression, Testing model assumptions in multivariate linear regression models, Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests, Testing lack of fit of regression models under heteroscedasticity, Nonparametric testing for correlation models with dependent data, An \(L_2\) error test with order selection and thresholding, Consistent model specification tests for time series econometric models, Semiparametric regression under long-range dependent errors., A simple consistent bootstrap test for a parametric regression function, Testing goodness of fit of polynomial models via spline smoothing techniques, Testing for no effect in nonparametric regression via spline smoothing techniques, Testing linear regression models using non-parametric regression estimators when errors are non-independent, Nonparametric model checks for regression, A consistent test for the functional form of a regression based on a difference of variance estimators, Nonparametric model check based on local polynomial fitting, A central limit theorem for a random quadratic form of strictly stationary processes, Validation of linear regression models, Smooth goodness-of-fit tests for composite hypothesis in hazard based models, Asymptotic normality of pseudo-LS estimator for partly linear autoregression models, Smoothing categorical data, NN goodness-of-fit tests for linear models, Testing for additivity in nonparametric regression, Goodness-of-fit test for linear models based on local polynomials, Consistency of cross-validation when the data are curves, Testing for no effect in nonparametric regression, Unnamed Item, Adaptive parametric test in a semiparametric regression model