Testing linearity of regression models with dependent errors by kernel based methods

DOI10.1007/BF02595743MaRDI QIDQ5936980zbMATH OpenOpenAlexFDO

Authors Stefanie Biedermann, Holger Dette

Publication date 12 July 2001

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595743

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 472958 (Why is no real title available?)
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• Goodness-of-fit test for linear models based on local polynomials
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• Test for the choice of approximative models in nonlinear regression when the variance is unknown
• Testing goodness-of-fit in regression via order selection criteria
• Testing linear regression models using non-parametric regression estimators when errors are non-independent
• Validation of linear regression models

Cited in

(10)

• Testing for trends in high-dimensional time series
• A goodness-of-fit test for regression models with spatially correlated errors
• SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP
• Nonparametric analysis of covariance.
• Testing in partial linear regression models with dependent errors
• Nonparametric testing for the specification of spatial trend functions
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
• Measuring the discrepancy of a parametric model via local polynomial smoothing
• Testing model assumptions in functional regression models
• An updated review of goodness-of-fit tests for regression models

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