Goodness-of-fit testing the error distribution in multivariate indirect regression

DOI10.1214/19-EJS1591zbMath1433.62117arXiv1812.02409MaRDI QIDQ2323938

Nicolai Bissantz, Justin Chown, Dette, Holger

Publication date: 13 September 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.02409

zbMATH Keywords

hypothesis testinginverse problemsmultivariate regressionindirect regression

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Fourier series and coefficients in several variables (42B05)

Cites Work

• Unnamed Item
• Unnamed Item
• Martingale Approach in the Theory of Goodness-of-Fit Tests
• On distribution-free goodness-of-fit testing of exponentiality
• Smooth backfitting in additive inverse regression
• Estimating the error distribution function in semiparametric additive regression models
• Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
• On the optimal rates of convergence for nonparametric deconvolution problems
• Estimating the error distribution in nonparametric multiple regression with applications to model testing
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach
• Optimal bandwidth selection in nonparametric regression function estimation
• An innovation approach to goodness-of-fit tests in \(R^ m\)
• Multivariate density estimation with general flat-top kernels of infinite order
• Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Goodness-of-fit testing of error distribution in linear measurement error models
• Model checks for regression: an innovation process approach
• Sharp adaptation for inverse problems with random noise
• Martingale transforms goodness-of-fit tests in regression models.
• Weak convergence and empirical processes. With applications to statistics
• General regularization schemes for signal detection in inverse problems
• Asymptotically distribution-free goodness-of-fit testing for tail copulas
• Confidence bands for multivariate and time dependent inverse regression models
• Approximation numbers of Sobolev embeddings-sharp constants and tractability
• Tailor-made tests for goodness of fit to semiparametric hypotheses
• Weak convergence of the sample distribution function when parameters are estimated
• Conditional variance model checking
• Non-parametric Estimation of the Residual Distribution
• Confidence bands for inverse regression models
• Nonparametric statistical inverse problems
• Statistical inference for inverse problems
• Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging
• Image deblurring with Poisson data: from cells to galaxies
• Statistical Inverse Estimation in Hilbert Scales
• Wavelet Deconvolution in a Periodic Setting
• Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
• The Cramer-Smirnov Test in the Parametric Case

This page was built for publication: Goodness-of-fit testing the error distribution in multivariate indirect regression