A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression

DOI10.3150/09-BEJ208zbMath1200.62047arXiv1001.1667OpenAlexW3100183954MaRDI QIDQ605879

Ingrid Van Keilegom, Song Xi Chen

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.1667

zbMATH Keywords

bootstrapkernel estimationempirical likelihoodgoodness of fitadditive regressionpartially linear regressionmonotone regressioninfinite-dimensional parameter

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)

Related Items (14)

Generalized empirical likelihood testing in semiparametric conditional moment restrictions models ⋮ Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models ⋮ Empirical likelihood approach to goodness of fit testing ⋮ An updated review of goodness-of-fit tests for regression models ⋮ A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression ⋮ A review on empirical likelihood methods for regression ⋮ Rejoinder on: A review on empirical likelihood methods for regression ⋮ Model Checking for Parametric Ordinary Differential Equations Systems ⋮ Structural test in regression on functional variables ⋮ Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models ⋮ Estimating the error distribution in nonparametric multiple regression with applications to model testing ⋮ No effect tests in regression on functional variable and some applications to spectrometric studies ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Varying coefficients partially linear models with randomly censored data

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