Specification tests for the distribution of errors in nonparametric regression: a martingale approach

DOI10.1080/10485250802666192zbMath1161.62019OpenAlexW1584600534WikidataQ60545738 ScholiaQ60545738MaRDI QIDQ3627956

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Publication date: 19 May 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/7638

zbMATH Keywords

empirical processesspecification testsnonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Stochastic processes (60G99)

Related Items (3)

An updated review of goodness-of-fit tests for regression models ⋮ Estimating the error distribution function in semiparametric additive regression models ⋮ Goodness-of-fit tests for the error distribution in nonparametric regression

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