Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model)

DOI10.1016/S1631-073X(03)00128-6zbMath1020.62033OpenAlexW1967356435MaRDI QIDQ1408195

Michel Harel

Publication date: 15 September 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00128-6

zbMATH Keywords

autoregressive modelsmarked empirical processes

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)

Related Items

Goodness-of-fit test for monotonous nonlinear regression models.

Cites Work

• Asymptotic normality of nearest neighbor regression function estimates
• Conditional empirical processes defined by \(\Phi\)-mixing sequences
• On almost sure convergence of conditional empirical distribution functions
• Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
• Conditional empirical processes defined by nonstationary absolutely regular sequences
• Nonparametric model checks for regression
• Nonparametric model checks for time series
• Goodness-of-fit tests for nonlinear heteroscedastic regression models