An omnibus test of goodness-of-fit for conditional distributions with applications to regression models

DOI10.1016/J.JSPI.2012.04.008zbMath1380.62189OpenAlexW2060362423MaRDI QIDQ449354

Sandie Ferrigno, Gilles R. Ducharme

Publication date: 30 August 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.008

zbMATH Keywords

Cramér-von Mises statisticgoodness-of-fit testregression modelconditional distribution functionlocal polynomial estimator

Mathematics Subject Classification ID

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

Related Items (2)

cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models ⋮ Test for model selection using Cramér-von Mises distance in a fixed design regression setting

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