A nonparametric test of fit of a parametric model

DOI10.1016/0047-259X(91)90111-EzbMath0717.62039OpenAlexW1978452889MaRDI QIDQ2638689

Andrzej S. Kozek

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90111-e

zbMATH Keywords

consistencynonparametric regressionparametric regression modeltest of fitapproximations to the probability distribution functionsleast-squares parametric estimatemaximum deviation distributionnonparametric kernel estimate

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)

Related Items (10)

A note on variable selection in nonparametric regression with dependent data ⋮ Testing linear regression models using non-parametric regression estimators when errors are non-independent ⋮ An updated review of goodness-of-fit tests for regression models ⋮ NN goodness-of-fit tests for linear models ⋮ Goodness-of-fit tests for multiple regression with circular response ⋮ Testing the goodness of fit of a linear model by kernel regression ⋮ Resampling for checking linear regression models via non-parametric regression estimation ⋮ Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation ⋮ A simple consistent bootstrap test for a parametric regression function ⋮ Nonparametric specification tests for conditional duration models

Cites Work

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• On the almost everywhere convergence of nonparametric regression function estimates
• Comparing nonparametric versus parametric regression fits
• Testing for lack of fit in regression - a review
• On the maximal deviation of the kernel regression function estimate
• Remarks on a Multivariate Transformation

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