Testing model assumptions in multivariate linear regression models

DOI10.1080/10485250008832811zbMath1033.62037OpenAlexW2131854701MaRDI QIDQ4485006

Axel Munk, Thorsten Wagner, Dette, Holger

Publication date: 5 June 2000

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

Full work available at URL: https://doi.org/10.1080/10485250008832811

zbMATH Keywords

multivariate linear models\(m\)-dependent random variableshomoscedastic errors\(L^2\)-distanceregression check

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Testing model assumptions in functional regression models ⋮ Testing heteroscedasticity in partially linear models with missing covariates ⋮ Goodness-of-fit tests in parametric regression based on the estimation of the error distribution

Uses Software

• bootstrap

Cites Work

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• Testing Heteroscedasticity In Nonparametric Regression
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