Validation of linear regression models

DOI10.1214/AOS/1028144860zbMATH Open0930.62041OpenAlexW2011931375MaRDI QIDQ1807092FDOQ1807092

Authors: Axel Munk, Holger Dette 

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1028144860

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zbMATH Keywords

equivalence of regression functionsvalidation of goodness of fitL2-distancenonparametric model check

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

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Cited In (42)

• Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
• Empirical distribution function under heteroscedasticity
• Model selection strategies for identifying most relevant covariates in homoscedastic linear models
• Model equivalence tests in a parametric framework
• Testing semiparametric model-equivalence hypotheses based on the characteristic function
• Models for the assessment of treatment improvement: the ideal and the feasible
• Goodness-of-fit test for Gaussian regression with block correlated errors
• Noncanonical links in generalized linear models -- when is the effort justified?
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Two-sample test for sparse high-dimensional multinomial distributions
• Testing Linear Regression Models in Non Regular Case
• Testing model assumptions in multivariate linear regression models
• Weighted-bootstrap alignment of explanatory variables
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• The one- and multi-sample problem for functional data with application to projective shape analysis
• On Statistical Model Validation
• On a nonparametric test for linear relationships
• An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
• Empirical optimal transport under estimated costs: distributional limits and statistical applications
• Frequentist-Bayes lack-of-fit tests based on Laplace approximations
• Validation of Visual Statistical Inference, Applied to Linear Models
• Testing for Trends in High-Dimensional Time Series
• ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
• Global Validation of Linear Model Assumptions
• Some Methodological Aspects of Validation of Models in Nonparametric Regression
• Model checks for parametric regression models
• Plug-in tests for nonequivalence of means of independent normal populations
• A new test of linear hypothesis in regression
• A note on testing independence by a copula-based order selection approach
• Some asymptotic theory for functional regression and classification
• A modified neighborhood hypothesis test for population mean in functional data
• Average squared residuals approach for testing linear hypotheses in nonparametric regression
• Measuring the discrepancy of a parametric model via local polynomial smoothing
• Testing the linearity in partially linear models
• Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
• Testing linearity of regression models with dependent errors by kernel based methods
• Goodness-of-fit tests for the error distribution in nonparametric regression
• Density testing in a contaminated sample
• Verification of hypotheses on coefficient matrix of multi-dimensional linear regression
• A Simple Goodness-of-Fit Test for Parametric Regression Models
• Adaptive tests of linear hypotheses by model selection

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