Martingale transforms goodness-of-fit tests in regression models.

DOI10.1214/009053604000000274zbMath1092.62052arXivmath/0406518OpenAlexW1969154374MaRDI QIDQ1879928

Hira L. Koul, Estate V. Khmaladze

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0406518

zbMATH Keywords

asymptotically distribution freepartial sum processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Martingales with continuous parameter (60G44)

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Uses Software

• GofKmt

Cites Work

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