Finding local departures from a parametric model using nonparametric regression

DOI10.1007/S00362-007-0116-XMaRDI QIDQ451368zbMATH OpenOpenAlexWikidataFDO

Authors Jean D. Opsomer, Mario Francisco-Fernández

Publication date 23 September 2012

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-007-0116-x

zbMATH Keywords

wild bootstraplocal polynomial regression[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr-von+Mises+test&go=Go Cram��r-von Mises test]

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3971985 (Why is no real title available?)
• scientific article; zbMATH DE number 2148866 (Why is no real title available?)
• A consistent test for the functional form of a regression based on a difference of variance estimators
• A consistent test of functional form via nonparametric estimation techniques
• A nonparametric least-squares test for checking a polynomial relationship
• Adaptive hypothesis testing using wavelets
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Comparing nonparametric versus parametric regression fits
• Diagnostics for Assessing Regression Models
• Goodness-of-fit test for linear models based on local polynomials
• Local Likelihood Estimation
• NN goodness-of-fit tests for linear models
• Nonparametric smoothing and lack-of-fit tests
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
• On a Theorem of Pitman
• On the use of nonparametric regression for model checking
• Testing a linear regression model against nonparametric alternatives
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• The jackknife and bootstrap

Cited in

(9)

• A computational validation for nonparametric assessment of spatial trends
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• A goodness-of-fit test for regression models with spatially correlated errors
• Local nonlinear least squares: using parametric information in nonparametric regression
• Bivariate discrete beta kernel graduation of mortality data
• BUSDM – an algorithm for the bottom-up search of departures from a model
• Several nonparametric and semiparametric approaches to linear mixed model regression
• Goodness-of-fit tests for multiple regression with circular response
• Inference of the derivative of nonparametric curve based on confidence distribution

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