A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model

DOI10.1016/J.SPL.2007.01.017MaRDI QIDQ2373692zbMATH OpenOpenAlexFDO

Authors Lan Wang

Publication date 16 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.01.017

zbMATH Keywords

censored datamedian regressionnearest-neighbor windowsquantilesmooth alternativespecification testtobit model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Censored data models (62N01)

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• scientific article; zbMATH DE number 2063770

Cites work

• A Lack-of-Fit Test for Quantile Regression
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Censored Regression Quantiles
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
• Least absolute deviations estimation for the censored regression model
• Nonparametric smoothing and lack-of-fit tests
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Sample Selection Bias as a Specification Error
• Survival Analysis with Median Regression Models

Cited in

(9)

• Model checking in Tobit regression with measurement errors using validation data
• Model checking in Tobit regression via nonparametric smoothing
• Nonparametric test for checking lack of fit of the quantite regression model under random censoring
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
• Distribution-free test in Tobit mean regression model
• A lack-of-fit test in Tobit errors-in-variables regression models
• Nonparametric Inference for Time-Varying Coefficient Quantile Regression
• Nonparametric inference of quantile curves for nonstationary time series

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