Tests for the error distribution in nonparametric possibly heteroscedastic regression models

DOI10.1007/s11749-008-0135-5zbMath1203.62069MaRDI QIDQ619163

Marie Hušková, Simos G. Meintanis

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-008-0135-5

zbMATH Keywords

empirical characteristic function; goodness-of-fit; parametric bootstrap; kernel regression estimator

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G30: Order statistics; empirical distribution functions

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Cites Work

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