Validation tests for semi-parametric models

DOI10.1080/00949655.2013.806922MaRDI QIDQ5220709zbMATH OpenOpenAlexFDO

Authors Simos G. Meintanis, Jochen Einbeck

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL http://dro.dur.ac.uk/12164/1/12164.pdf

zbMATH Keywords

goodness-of-fit testsemilinear modelbootstrap testempirical characteristic function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

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• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
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• scientific article; zbMATH DE number 1235892 (Why is no real title available?)
• scientific article; zbMATH DE number 2015215 (Why is no real title available?)
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• A Consistent Conditional Moment Test of Functional Form
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Consistent model specification tests
• Convergence rates for parametric components in a partly linear model
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models
• External bootstrap tests for parameter stability.
• Goodness-of-fit tests in semi-linear models
• Multivariate statistical modelling based on generalized linear models.
• Omnibus tests for the error distribution in the linear regression model
• Robust estimators in semiparametric partly linear regression models.
• Root-N-Consistent Semiparametric Regression
• Root-n consistent estimation in partly linear regression models
• Significance testing in nonparametric regression based on the bootstrap.
• Test of Significance When Data Are Curves
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Tests for the error distribution in nonparametric possibly heteroscedastic regression models

Cited in

(8)

• Goodness-of-fit tests in semi-linear models
• Semi-intrusive multivariable model invalidation.
• On Statistical Model Validation
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Tests of specification for parametric and semiparametric models
• Comparison of a large number of regression curves
• Testing linearity in semiparametric regression models
• Testing the adequacy of semiparametric transformation models

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Uses Software

• Fahrmeir
• gam

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