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Goodness-of-fit tests in semiparametric transformation models using the integrated regression function

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  • Colling, Benjamin
  • Van Keilegom, Ingrid

Abstract

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Suggested Citation

  • Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Reprints ISBA 2017024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2017024
    Note: In : Journal of Multivariate Analysis, vol. 160, p. 10-30 (2017)
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    Cited by:

    1. Mercedes Conde‐Amboage & Ingrid Van Keilegom & Wenceslao González‐Manteiga, 2021. "A new lack‐of‐fit test for quantile regression with censored data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 655-688, June.
    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. Marie Hušková & Simos G. Meintanis & Charl Pretorius, 2022. "Tests for heteroskedasticity in transformation models," Statistical Papers, Springer, vol. 63(4), pages 1013-1049, August.
    5. 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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