Bootstrap test of goodness of fit to a linear model when errors are correlated

DOI10.1080/03610929608831879zbMath0870.62037OpenAlexW47793778MaRDI QIDQ3125794

Juan M. Vilar Fernández, Wenceslao González Manteiga

Publication date: 23 September 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831879

zbMATH Keywords

bootstrap methodconsistencytime seriesregression modelgeneral linear modelARMA structureCramer-von- Mises type functional distance

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (7)

A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence ⋮ A computational validation for nonparametric assessment of spatial trends ⋮ An updated review of goodness-of-fit tests for regression models ⋮ A goodness-of-fit test for regression models with spatially correlated errors ⋮ Testing linearity of regression models with dependent errors by kernel based methods ⋮ Resampling for checking linear regression models via non-parametric regression estimation ⋮ Bootstrap of minimum distance estimators in regression with correlated disturbances

Cites Work

• On bootstrapping two-stage least-squares estimates in stationary linear models
• Some asymptotic theory for the bootstrap
• Comparison of two bandwidth selectors with dependent errors
• Smoothing techniques for curve estimation. Proceedings of a workshop held in Heidelberg, April 2-4, 1979
• Comparing nonparametric versus parametric regression fits
• Testing the hypothesis of a general linear model using nonparametric regression estimation
• Testing linear regression models using non-parametric regression estimators when errors are non-independent
• Detecting Dependencies in Smooth Regression Models
• Choice of bandwidth for kernel regression when residuals are correlated
• SEMIPARAMETRIC TIME SERIES REGRESSION
• BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
• Testing goodness of fit via nonparametric function estimation techniques

This page was built for publication: Bootstrap test of goodness of fit to a linear model when errors are correlated