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Goodness-of-Fit Tests in Nonparametric Regression

Author

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  • Einmahl, J.H.J.

    (Tilburg University, School of Economics and Management)

  • van Keilegom, I.

Abstract

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
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Suggested Citation

  • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a2f56bed-a5de-445c-bf6b-97555c814a3c
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    References listed on IDEAS

    as
    1. H. Dette & A. Munk & T. Wagner, 1998. "Estimating the variance in nonparametric regression—what is a reasonable choice?," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(4), pages 751-764.
    2. Adang, Pim & Melenberg, Bertrand, 1995. "Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 1-15, Jan.-Marc.
    3. 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.
    4. De Wet, T., 1980. "Cramér-von Mises tests for independence," Journal of Multivariate Analysis, Elsevier, vol. 10(1), pages 38-50, March.
    5. Holger Dette & Natalie Neumeyer & Ingrid Van Keilegom, 2007. "A new test for the parametric form of the variance function in non‐parametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 903-917, November.
    6. Nagel, Eva-Renate & Dette, Holger & Neumeyer, Natalie, 2004. "Bootstrap tests for the error distribution in linear and nonparametric regression models," Technical Reports 2004,38, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    7. Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Other publications TiSEM 0c6f2c43-aa7d-45c1-9d43-7, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, March.

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    More about this item

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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