Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms

DOI10.1111/1467-9469.00303MaRDI QIDQ4455914zbMATH OpenOpenAlexFDO

Authors Axel Munk

Publication date 16 March 2004

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

Full work available at URL https://doi.org/10.1111/1467-9469.00303

zbMATH Keywords

asymptotic normalityleast squaresnonlinear regressionheteroscedastic regression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 46726 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• A consistent test of functional form via nonparametric estimation techniques
• A nonparametric test for the regression function: Asymptotic theory
• A simple goodness-of-fit test for linear models under a random design assumption
• Biometrika centenary: Nonparametrics
• Goodness-of-fit tests for nonlinear heteroscedastic regression models
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• On the strong law for arrays and for the bootstrap mean and variance
• On variance function estimation with quadratic forms
• Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation
• Validation of linear regression models

Cited in

(5)

• Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
• A simple test for the parametric form of the variance function in nonparametric regression
• Comments on: Goodness-of-fit tests in mixed models
• An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional

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Uses Software

• nlmdl

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