Estimating the error distribution in nonparametric multiple regression with applications to model testing

DOI10.1016/j.jmva.2010.01.007zbMath1185.62078OpenAlexW2067496030MaRDI QIDQ962205

Natalie Neumeyer, Ingrid Van Keilegom

Publication date: 6 April 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.007

zbMATH Keywords

hypothesis testingsemiparametric regressiongoodness-of-fitnonparametric regressionadditive modelresidual distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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Uses Software

• R

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