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Volumn 73, Issue 4, 2005, Pages 425-432

Comparing distribution functions of errors in linear models: A nonparametric approach

Author keywords

Residual based empirical process; Smooth bootstrap; Two sample problem

Indexed keywords


EID: 21044449741     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.017     Document Type: Article
Times cited : (6)

References (9)
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    • Weak convergence of sequential empirical processes of residuals in ARMA models
    • J. Bai Weak convergence of sequential empirical processes of residuals in ARMA models Ann. Statist. 22 1994 2051-2061
    • (1994) Ann. Statist. , vol.22 , pp. 2051-2061
    • Bai, J.1
  • 2
    • 0242508005 scopus 로고    scopus 로고
    • A consistent test for conditional symmetry of time series models
    • J. Bai S. Ng A consistent test for conditional symmetry of time series models J. Econometrics 103 2001 225-258
    • (2001) J. Econometrics , vol.103 , pp. 225-258
    • Bai, J.1    Ng, S.2
  • 3
    • 0009661720 scopus 로고    scopus 로고
    • A nonparametric test for serial independence of regression errors
    • M.A. Delgado J. Mora A nonparametric test for serial independence of regression errors Biometrika 87 2000 228-234
    • (2000) Biometrika , vol.87 , pp. 228-234
    • Delgado, M.A.1    Mora, J.2
  • 4
    • 0030546333 scopus 로고    scopus 로고
    • Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
    • H.L. Koul Asymptotics of some estimators and sequential residual empiricals in nonlinear time series Ann. Statist. 24 1996 380-404
    • (1996) Ann. Statist. , vol.24 , pp. 380-404
    • Koul, H.L.1
  • 6
    • 13744263417 scopus 로고
    • On bootstrapping M-estimated residual processes in multiple linear regression models
    • H.L. Koul S.N. Lahiri On bootstrapping M-estimated residual processes in multiple linear regression models J. Multivariate Anal. 49 1994 255-265
    • (1994) J. Multivariate Anal. , vol.49 , pp. 255-265
    • Koul, H.L.1    Lahiri, S.N.2
  • 7
    • 0001743858 scopus 로고
    • The empirical distribution function of residuals from generalized regression
    • R.M. Loynes The empirical distribution function of residuals from generalized regression Ann. Statist. 8 1980 285-298
    • (1980) Ann. Statist. , vol.8 , pp. 285-298
    • Loynes, R.M.1
  • 8
    • 0018403316 scopus 로고
    • Testing goodness-of-fit for the distribution of errors in regression models
    • D.A. Pierce K.J. Kopecky Testing goodness-of-fit for the distribution of errors in regression models Biometrika 66 1979 1-6
    • (1979) Biometrika , vol.66 , pp. 1-6
    • Pierce, D.A.1    Kopecky, K.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.