Omnibus tests for the error distribution in the linear regression model

DOI10.1080/02331880701442643zbMath1126.62059OpenAlexW2026406072MaRDI QIDQ5435310

Marie Hušková, Simos G. Meintanis

Publication date: 14 January 2008

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701442643

zbMATH Keywords

empirical characteristic functionregression estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Asymptotic properties of parametric tests (62F05)

Related Items (19)

Normal probability plots with confidence for the residuals in linear regression ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Tests for the error distribution in nonparametric possibly heteroscedastic regression models ⋮ Tests for symmetry based on the integrated empirical process ⋮ Goodness-of-fit tests for the error distribution in nonparametric regression ⋮ Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function ⋮ Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models ⋮ Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ Goodness-of-fit tests in semi-linear models ⋮ A Class of Goodness-of-fit Tests Based on Transformation ⋮ Specification tests in mixed effects models ⋮ A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions ⋮ On the empirical characteristic function process of the residuals in GARCH models and applications ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Goodness-of-fit testing of error distribution in linear measurement error models ⋮ Diagnostic tests for the distribution of random effects in multivariate mixed effects models ⋮ Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution ⋮ Validation tests for semi-parametric models ⋮ Approximately distribution-free diagnostic tests for regressions with survival data

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