Measuring the discrepancy of a parametric model via local polynomial smoothing

DOI10.1111/J.1467-9469.2012.00821.XMaRDI QIDQ2852622zbMATHOpenAlexFDO

Authors Anouar El Ghouch, Marc G. Genton, Taoufik Bouezmarni

Publication date 9 October 2013

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2012_01-Measuring_the_discrepancy_of....pdf

zbMATH Keywords

model misspecificationvalidation teststrong mixing sequenceexplanatory powerinadequacy indexmultivariate local polynomial smoothing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(1)

• Quality of fit measures in the framework of quantile regression

Describes a project that uses

Uses Software

• R
• np

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