A consistent test for the functional form of a regression based on a difference of variance estimators

DOI10.1214/aos/1018031266zbMath0957.62036OpenAlexW1616450149MaRDI QIDQ1568309

Dette, Holger

Publication date: 21 June 2000

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

Full work available at URL: https://doi.org/10.1214/aos/1018031266

zbMATH Keywords

model checksleast squares estimatorvariance estimationlimit theorems for quadratic forms

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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Uses Software

• KernSmooth
• nlmdl

Cites Work

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