ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS

DOI10.1081/SAC-100001867zbMath1008.62533MaRDI QIDQ4787590

Jacques Zuber, Jean Diebolt

Publication date: 8 January 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items

The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular, A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models, APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001, An updated review of goodness-of-fit tests for regression models, A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties, Intermediate efficiency of some max-type statistics, Testing nonstationary and absolutely regular nonlinear time series models, Goodness-of-fit test for Gaussian regression with block correlated errors

Uses Software

• sm

Cites Work

• Unnamed Item
• Unnamed Item
• A smoothing spline based test of model adequacy in polynomial regression
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• Validation of linear regression models
• Model checks for regression: an innovation process approach
• Nonparametric model checks for time series
• NN goodness-of-fit tests for linear models
• Goodness-of-fit test for linear models based on local polynomials
• Goodness-of-fit tests for nonlinear heteroscedastic regression models
• On a nonparametric test for linear relationships
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• On the use of nonparametric regression for model checking
• Bootstrap Approximations in Model Checks for Regression
• Regression Model Diagnostics
• Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
• Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests
• Testing goodness of fit via nonparametric function estimation techniques