A nonparametric lack-of-fit test for heteroscedastic regression models

DOI10.1016/J.CRMA.2010.12.009zbMath1209.62098arXiv1003.2294OpenAlexW2043676613MaRDI QIDQ627758

Jean-Baptiste Aubin, Samuela Leoni-Aubin

Publication date: 3 March 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.2294

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Unnamed Item
• Unnamed Item
• An extreme value theory for long head runs
• Nonparametric smoothing and lack-of-fit tests
• Useful inequalities for the longest run distribution
• A Review of the Development and Application of Recursive Residuals in Linear Models
• The Longest Run of Heads
• On the Erdös-Rényi theorem for random fields and sequences and its relationships with the theory of runs and spacings
• Testing for lack of fit in regression - a review

This page was built for publication: A nonparametric lack-of-fit test for heteroscedastic regression models