Tests for the error distribution in nonparametric possibly heteroscedastic regression models
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Publication:619163
DOI10.1007/S11749-008-0135-5zbMath1203.62069OpenAlexW2078173250MaRDI QIDQ619163
Simos G. Meintanis, Marie Hušková
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-008-0135-5
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)
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Cites Work
- Tests for location-scale families based on the empirical characteristic function
- Goodness-of-fit test with nuisance regression and scale
- Martingale transforms goodness-of-fit tests in regression models.
- Testing goodness of fit for the distribution of errors in multivariate linear models
- Non-parametric Estimation of the Residual Distribution
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
- Limit theorems for sums of weakly dependent Banach space valued random variables
- Omnibus tests for the error distribution in the linear regression model
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