On tests for normality of experimental error in ridge regression

DOI10.1016/0378-3758(84)90011-9MaRDI QIDQ2266544zbMATH OpenOpenAlexWikidataFDO

Authors Constance L. Wood

Publication date 1984

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(84)90011-9

zbMATH Keywords

ridge regressiongoodness-of-fit testsempirical distributiontests for normality of the errors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Testing Normality in One-Dimensional and Multi-Dimensional Linear Regression
• Testing goodness of fit for the distribution of errors in regression models
• The empirical distribution function of residuals from generalised regression
• Weak convergence of empirical distribution functions of random variables subject to perturbations and scale factors
• Weak convergence of the sample distribution function when parameters are estimated

Cited in

(4)

• Empirical process based on the recursive residuals in functional measurement error models
• The general linear test in the ridge regression
• Testing the normality of errors in regression models with a forward approach
• Sensitivity analysis of the Jarque-Bera and Lilliefors normality tests in linear regression models

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