BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS

DOI10.1111/j.1467-842X.2006.00431.xzbMath1108.62032OpenAlexW2238418744MaRDI QIDQ3429888

E.-R. Nagel, Natalie Neumeyer, Dette, Holger

Publication date: 20 March 2007

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2006.00431.x

zbMATH Keywords

linear modelgoodness-of-fitanalysis of varianceM-estimationresidual process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Related Items (17)

Specification tests in nonparametric regression ⋮ Tests for the error distribution in nonparametric possibly heteroscedastic regression models ⋮ Estimation in nonparametric location-scale regression models with censored data ⋮ A note on residual-based empirical likelihood kernel density estimation ⋮ An omnibus test of goodness-of-fit for conditional distributions with applications to regression models ⋮ Estimating the error distribution function in semiparametric additive regression models ⋮ Estimation and hypotheses testing in boundary regression models ⋮ Goodness-of-fit tests for the error distribution in nonparametric regression ⋮ Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band ⋮ Estimating the error distribution in nonparametric multiple regression with applications to model testing ⋮ Goodness-of-fit tests in semi-linear models ⋮ Omnibus tests for the error distribution in the linear regression model ⋮ Empirical likelihood estimators for the error distribution in nonparametric regression models ⋮ Specification tests for the distribution of errors in nonparametric regression: a martingale approach ⋮ Testing independence in nonparametric regression ⋮ Goodness-of-fit tests for parametric regression with selection biased data ⋮ A note on non-parametric testing for Gaussian innovations in AR-ARCH models

Cites Work

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• Approximation Theorems of Mathematical Statistics
• A Unified Approach to Rank Tests for Multivariate and Repeated Measures Designs
• Bootstrap Approximations in Model Checks for Regression
• Asymptotic Statistics
• Non-Parametric Analysis of Covariance
• Convergence of stochastic processes
• Gaussian model selection
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