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Goodness-of-fit tests in semiparametric transformation models

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  • Colling, Benjamin
  • Van Keilegom, Ingrid

Abstract

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Suggested Citation

  • Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models," LIDAM Reprints ISBA 2016018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Handle: RePEc:aiz:louvar:2016018
    Note: In : Test, vol. 25, p. 297-308 (2016)
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    Cited by:

    1. Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Discussion Papers ISBA 2016031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. Nick Kloodt & Natalie Neumeyer & Ingrid Keilegom, 2021. "Specification testing in semi-parametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 980-1003, December.
    3. Kloodt, Nick & Neumeyer, Natalie, 2020. "Specification tests in semiparametric transformation models — A multiplier bootstrap approach," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
    4. Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 10-30.
    5. Natalie Neumeyer & Leonie Selk & Charles Tillier, 2020. "Semi-parametric transformation boundary regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1287-1315, December.
    6. J. S. Allison & M. Hušková & S. G. Meintanis, 2018. "Testing the adequacy of semiparametric transformation models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 70-94, March.
    7. Marie Hušková & Simos G. Meintanis & Charl Pretorius, 2022. "Tests for heteroskedasticity in transformation models," Statistical Papers, Springer, vol. 63(4), pages 1013-1049, August.
    8. 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).

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