Nonparametric model check based on local polynomial fitting

DOI10.1016/S0167-7152(00)00012-2zbMath0982.62037WikidataQ127830014 ScholiaQ127830014MaRDI QIDQ1573258

Thanasis Stengos, Zhenjun Liu, Q. Li

Publication date: 7 April 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

local polynomial fittingmodel specification test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05)

Related Items (4)

An updated review of goodness-of-fit tests for regression models ⋮ Omnibus test for covariate effects in conditional copula models ⋮ Local Linear Estimation of a Nonparametric Cointegration Model ⋮ Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution

Cites Work

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• Multivariate regression estimation: Local polynomial fitting for time series
• Multivariate locally weighted least squares regression
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• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Asymptotic Theory of Integrated Conditional Moment Tests
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions

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