Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests

From MaRDI portal
Publication:4695178

DOI10.1093/biomet/80.1.89zbMath0792.62042OpenAlexW1982442618MaRDI QIDQ4695178

No author found.

Publication date: 26 July 1994

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.1.89




Related Items (27)

ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELSMartingale transforms goodness-of-fit tests in regression models.Testing for no effect in nonparametric regression via spline smoothing techniquesInference on variance components of autocorrelated sequences in the presence of driftTesting for multivariate volatility functions using minimum volume sets and inverse regressionSmoothing categorical dataNonparametric model checks for regressionAn updated review of goodness-of-fit tests for regression modelsLack-of-fit tests based on weighted ratio of residuals and variancesDiagnostic checking for conditional heteroscedasticity modelsMinimum distance regression model checkingEmpirical likelihood ratio tests for multivariate regression modelsGoodness-of-fit tests for nonlinear heteroscedastic regression modelsSmoothing-based lack-of-fit tests: variations on a themeA score type test for general autoregressive models in time seriesComparison of curves based on a Cramér-von Mises statisticModel checking in errors-in-variables regressionRegional residual plots for assessing the fit of linear regression modelsX2goodness-of-fit tests for polynomial regressionSome properties of a lack-of-fit test for a linear errors in variables modelFrequentist-Bayes lack-of-fit tests based on Laplace approximationsTesting for no effect via splinesOn testing for no effect of the predictor on responsePermutation tests for multivariate location problemsDimension-reduction type test for linearity of a stochastic regression modelA simple consistent bootstrap test for a parametric regression functionTesting goodness of fit of polynomial models via spline smoothing techniques




This page was built for publication: Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests