Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models

DOI10.1016/j.jmva.2012.04.015zbMath1259.62024OpenAlexW1966341725MaRDI QIDQ444995

Yi Zhang, Wei-xing Song

Publication date: 24 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.015

zbMATH Keywords

consistencylocal powerempirical \(L_{2}\)-distance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (2)

Model diagnostics of parametric Tobit model based on cumulative residuals ⋮ Model checking in Tobit regression via nonparametric smoothing

Cites Work

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• A Test for Misspecification in the Censored Normal Model
• Consequences and Detection of Misspecified Nonlinear Regression Models
• Sample Selection Bias as a Specification Error
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Maximum Likelihood Estimation of Misspecified Models

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