Testing goodness of fit for the distribution of errors in multivariate linear models

DOI10.1016/j.jmva.2004.08.010zbMath1070.62029MaRDI QIDQ2567122

M. D. Jiménez Gamero, J. Muñoz García, R. Pino Mejías

Publication date: 29 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.010

zbMATH Keywords

characteristic function; linear models; goodness-of-fit; residuals; distribution of errors

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

62J20: Diagnostics, and linear inference and regression

Related Items

Tests for the error distribution in nonparametric possibly heteroscedastic regression models, Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity, Goodness-of-fit tests based on empirical characteristic functions, A homogeneity test for bivariate random variables, Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics

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