Minimum distance regression model checking with Berkson measurement errors

DOI10.1214/07-AOS565zbMath1155.62028arXiv0902.4827OpenAlexW2005466773MaRDI QIDQ1002151

Hira L. Koul, Wei-xing Song

Publication date: 25 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.4827

zbMATH Keywords

consistencylocal alternativeskernel estimator\(L_2\) distance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items

Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable, An updated review of goodness-of-fit tests for regression models, A minimum projected-distance test for parametric single-index Berkson models, Testing for measurement error in regression with autoregressive innovations, A Review on Dimension-Reduction Based Tests For Regressions, Lack-of-fit testing of a regression model with response missing at random, Nonparametric regression estimate with Berkson Laplace measurement error, Distribution-free test in Tobit mean regression model, Minimum distance lack-of-fit tests for fixed design, Minimum distance model checking in Berkson measurement error models with validation data, Distribution-free lack-of-fit tests in balanced mixed models, SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS, Consistent test of error-in-variables partially linear model with auxiliary variables, Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable, The empirical process of residuals from an inverse regression, Simultaneous inference for Berkson errors-in-variables regression under fixed design

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the optimal rates of convergence for nonparametric deconvolution problems
• Minimum Hellinger distance estimates for parametric models
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• Minimum distance regression model checking
• Model checks for regression: an innovation process approach
• Local linear regression smoothers and their minimax efficiencies
• Estimation of nonlinear models with Berkson measurement errors
• Random-Effect Models in Nonlinear Regression with Applications to Bioassay
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Weak and strong uniform consistency of kernel regression estimates
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
• Are There Two Regressions?