Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation
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Cited by:
- Jiwoong Kim, 2020. "Implementation of a goodness-of-fit test through Khmaladze martingale transformation," Computational Statistics, Springer, vol. 35(4), pages 1993-2017, December.
- Feng, Huijun & Peng, Liang, 2012. "Jackknife empirical likelihood tests for error distributions in regression models," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 63-75.
- Juan Mora & Alicia Pérez-Alonso, 2009.
"Specification tests for the distribution of errors in nonparametric regression: a martingale approach,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(4), pages 441-452.
- Alicia Pérez Alonso & Juan Mora, 2008. "Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach," Working Papers. Serie AD 2008-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Sam Efromovich, 2010. "Oracle inequality for conditional density estimation and an actuarial example," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(2), pages 249-275, April.
- Parker, Thomas, 2010.
"A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters,"
MPRA Paper
22926, University Library of Munich, Germany.
- Thomas Parker, 2010. "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers CWP34/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Keywords
Naive and smooth bootstrap Martingale transform Level Power;Statistics
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