Goodness-of-fit tests in semiparametric transformation models using the integrated regression function

DOI10.1016/j.jmva.2017.05.006zbMath1373.62190OpenAlexW2595992510MaRDI QIDQ2401352

Benjamin Colling, Ingrid Van Keilegom

Publication date: 8 September 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A176391/datastream/PDF_02/view

zbMATH Keywords

bootstrapsemiparametric regressiontransformation modelgoodness-of-fitprofile likelihoodlocal polynomial smoothingintegrated regression function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (7)

Tests for heteroskedasticity in transformation models ⋮ Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction ⋮ Tests for validity of the semiparametric heteroskedastic transformation model ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Specification tests in semiparametric transformation models --- a multiplier bootstrap approach ⋮ Specification testing in semi-parametric transformation models ⋮ Estimation of fully nonparametric transformation models

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