A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
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Publication:2373692
DOI10.1016/j.spl.2007.01.017zbMath1116.62055MaRDI QIDQ2373692
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
quantile; censored data; specification test; median regression; tobit model; smooth alternative; nearest-neighbor windows
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62N01: Censored data models
Related Items
Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models, Distribution-free test in Tobit mean regression model, A lack-of-fit test in Tobit errors-in-variables regression models, Nonparametric inference of quantile curves for nonstationary time series, Nonparametric test for checking lack of fit of the quantite regression model under random censoring
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