Goodness-of-fit tests for continuous regression
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Publication:1023983
DOI10.1007/S11009-008-9103-5zbMath1163.62321OpenAlexW2075268515MaRDI QIDQ1023983
Alejandra Cabaña, Enrique M. Cabaña
Publication date: 16 June 2009
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-008-9103-5
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) General nonlinear regression (62J02)
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Cites Work
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Nonparametric model checks for regression
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
- Tests of normality based on transformed empirical processes
- Model checks for regression: an innovation process approach
- Global power functions of goodness of fit tests.
- Goodness-of-fit tests based on quadratic functionals of transformed empirical processes
- χ2-Type Goodness of Fit Test Based on Transformed Empirical Processes for Location and Scale Families
- Goodness-of-fit tests on a circle
- Goodness-of-Fit to the Exponential Distribution, Focused on Weibull Alternatives
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