Testing the goodness of fit of a linear model by kernel regression

DOI10.1080/03610929808832111zbMath0895.62046OpenAlexW2166353548MaRDI QIDQ4386455

Toshio Honda

Publication date: 26 April 1998

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

Full work available at URL: https://doi.org/10.1080/03610929808832111

zbMATH Keywords

bootstrapsimulationgoodness of fit testcritical region

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• A central limit theorem for generalized quadratic forms
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• NN goodness-of-fit tests for linear models
• A nonparametric test of fit of a parametric model
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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