Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
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Publication:2567188
DOI10.1016/j.spl.2005.04.053zbMath1070.62030OpenAlexW2072728218MaRDI QIDQ2567188
Hira L. Koul, Lyudmila Sakhanenko
Publication date: 29 September 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.053
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09) General considerations in statistical decision theory (62C05)
Related Items (8)
An updated review of goodness-of-fit tests for regression models ⋮ Oracle inequality for conditional density estimation and an actuarial example ⋮ Goodness of fit tests for a class of Markov random field models ⋮ Jackknife empirical likelihood tests for error distributions in regression models ⋮ A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events ⋮ Implementation of a goodness-of-fit test through Khmaladze martingale transformation ⋮ Specification tests for the distribution of errors in nonparametric regression: a martingale approach ⋮ A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
Cites Work
- The empirical distribution function of residuals from generalised regression
- Nonparametric smoothing and lack-of-fit tests
- Weighted empirical processes in dynamic nonlinear models.
- Martingale transforms goodness-of-fit tests in regression models.
- Calculation of noncrossing probabilities for Poisson processes and its corollaries
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