Measuring the discrepancy of a parametric model via local polynomial smoothing

DOI10.1111/J.1467-9469.2012.00821.XzbMATH Open1364.62126OpenAlexW2164722413MaRDI QIDQ2852622FDOQ2852622

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

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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)

Cites Work

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Cited In (1)

• Quality of fit measures in the framework of quantile regression

Uses Software

• R
• np

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