Model checking in Tobit regression via nonparametric smoothing

DOI10.1016/j.jmva.2013.11.017zbMath1359.62126MaRDI QIDQ2637601

Shan Liu, Hira L. Koul, Wei-xing Song

Publication date: 13 February 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.017

zbMATH Keywords

consistency and local power; Tobit regression model; Zheng's test

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

Related Items

Model diagnostics of parametric Tobit model based on cumulative residuals, Multidimensional specification test based on non-stationary time series, Model checking in Tobit regression with measurement errors using validation data

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