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Tests for the error distribution in nonparametric possibly heteroscedastic regression models

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  • Marie Hušková
  • Simos Meintanis

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  • Marie Hušková & Simos Meintanis, 2010. "Tests for the error distribution in nonparametric possibly heteroscedastic regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 92-112, May.
    • Handle: RePEc:spr:testjl:v:19:y:2010:i:1:p:92-112
    DOI: 10.1007/s11749-008-0135-5
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    References listed on IDEAS

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    1. Michael G. Akritas & Ingrid Van Keilegom, 2001. "Non‐parametric Estimation of the Residual Distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(3), pages 549-567, September.
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    Cited by:

    1. Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl, 2020. "Tests for validity of the semiparametric heteroskedastic transformation model," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    2. M. Jiménez Gamero, 2014. "On the empirical characteristic function process of the residuals in GARCH models and applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 409-432, June.
    3. Hlávka, Zdenek & Husková, Marie & Meintanis, Simos G., 2011. "Tests for independence in non-parametric heteroscedastic regression models," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 816-827, April.
    4. Pardo-Fernandez, Juan Carlos & Jimenez-Gamero, Maria Dolores & El Ghouch, Anouar, 2013. "A nonparametric ANOVA-type test for regression curves based on characteristic functions," LIDAM Discussion Papers ISBA 2013022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. M. Dolores Jiménez-Gamero, 2020. "Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$ L 2 -statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 893-897, December.
    6. Norbert Henze & María Dolores Jiménez‐Gamero, 2021. "A test for Gaussianity in Hilbert spaces via the empirical characteristic functional," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 406-428, June.
    7. Neumeyer, Natalie & Noh, Hohsuk & Van Keilegom, Ingrid, 2014. "Heteroscedastic semiparametric transformation models: estimation and testing for validity," LIDAM Discussion Papers ISBA 2014047, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    8. Ingrid Van Keilegom, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 428-431, September.
    9. M. Jiménez Gamero, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 412-413, September.

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