Goodness-of-fit tests in parametric regression based on the estimation of the error distribution

DOI10.1007/s11749-007-0044-zzbMath1196.62049OpenAlexW2079480990MaRDI QIDQ1019116

Ingrid Van Keilegom, Wenceslao González Manteiga, César Sánchez-Sellero

Publication date: 27 May 2009

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-007-0044-z

zbMATH Keywords

bootstrapgoodness-of-fitnonlinear regressionnonparametric regressionresidual distributionheteroscedastic regressionmodel check

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Asymptotic properties of parametric tests (62F05)

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