A nonparametric test for the regression function: Asymptotic theory

DOI10.1016/0378-3758(94)00045-WzbMath0812.62051OpenAlexW2073489894MaRDI QIDQ1347131

Jean Diebolt

Publication date: 15 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00045-w

zbMATH Keywords

powerempirical processgoodness-of-fitstrong approximationcontiguous alternativespartial-sum processesrate of convergence to zeroWiener type approximations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (19)

A note on variable selection in nonparametric regression with dependent data ⋮ Nonparametric model checks for regression ⋮ Almost sure central limit theorem for the hybrid process ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Calibration of \(P\)-values for calibration and for deviation of a subpopulation from the full population ⋮ Empirical likelihood based testing for regression ⋮ Approximations for a multivariate hybrid process with applications to change-point detection ⋮ Asymptotic results for hybrids of empirical and partial sums processes ⋮ Some asymptotic properties of the hybrids of empirical and partial-sum processes ⋮ On the hybrids of \(k\)-spacing empirical and partial sum processes ⋮ Confidence bands in nonparametric regression with biased data ⋮ On some functional of the hybrid process in random scenery ⋮ Nonparametric testing for correlation models with dependent data ⋮ Validation of linear regression models ⋮ Nonparametric model checks for time series ⋮ Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms ⋮ Some Methodological Aspects of Validation of Models in Nonparametric Regression ⋮ Approximations for hybrids of empirical and partial sums processes ⋮ On Complete Convergence for the Hybrid Process

Cites Work

• A lim inf result in Strassen's law of the iterated logarithm
• Testing the functions defining a nonlinear autoregressive time series
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
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