Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

DOI10.1111/j.1467-9469.2012.00821.xzbMath1364.62126OpenAlexW2164722413MaRDI QIDQ2852622

Taoufik Bouezmarni, Anouar El Ghouch, Marc G. Genton

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

Related Items (1)

Quality of Fit Measures in the Framework of Quantile Regression

Uses Software

• R
• np

Cites Work

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