Goodness-of-fit testing in regression: A finite sample comparison of bootstrap methodology and Khmaladze transformation

Statistics and Probability Letters

Volumn 74, Issue 3, 2005, Pages 290-302

  Koul, Hira L ^a   Sakhanenko, Lyudmila ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Level; Martingale transform; Naive and smooth bootstrap; Power

Indexed keywords

EID: 23944467131     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.053     Document Type: Article

References (9)

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3. 2 tests for testing parametric hypotheses Theory Probab. Appl. 24 2 1979 283-301
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5. E.V. Khmaladze H.L. Koul Martingale transforms of Goodness-of-fit tests in regression models Ann. Statist. 32 2004 995-1034
6. E. Khmaladze E. Shinjikashvili Calculation of noncrossing probabilities for Poisson processes and its corollaries Adv. Appl. Prob. 33 2001 702-716
7. Koul, H.L., 2002. Weighted Empirical Processes in Dynamic Nonlinear Models. Second Edition of Weighted Empiricals and Linear Models (Inst. Math. Statist., Hayward, CA, 1992), Lecture Notes in Statistics, vol. 166. Springer, New York.
8. R.M. Loynes The empirical distribution function of residuals from generalized regression Ann. Statist. 8 2 1980 285-298
9. Z. Tsigroshvili Some notes on goodness-of-fit tests and innovation martingales. (English. English, Georgian summary) Proc. A. Razmadze Math. Inst. 117 1998 89-102