메뉴 건너뛰기




Volumn 51, Issue 1, 2010, Pages 69-84

Finding local departures from a parametric model using nonparametric regression

Author keywords

Cram r von mises test; Local polynomial regression; Wild bootstrap

Indexed keywords


EID: 70350681062     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-007-0116-x     Document Type: Article
Times cited : (10)

References (23)
  • 2
    • 0002701230 scopus 로고
    • On the use of nonparametric regression for model checking
    • Azzalini A, Bowman AW and Härdle W (1989). On the use of nonparametric regression for model checking. Biometrika 76: 1-12.
    • (1989) Biometrika , vol.76 , pp. 1-12
    • Azzalini, A.1    Bowman, A.W.2    Härdle, W.3
  • 3
    • 3142596617 scopus 로고
    • Uniform confidence bounds for regression based on a simple moving average
    • Bjerve S, Doksum KA and Yandell BS (1985). Uniform confidence bounds for regression based on a simple moving average. Scand J Stat 12: 159-169.
    • (1985) Scand J Stat , vol.12 , pp. 159-169
    • Bjerve, S.1    Doksum, K.A.2    Yandell, B.S.3
  • 4
    • 0000439838 scopus 로고
    • Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
    • Cox D, Koh E, Wahba G and Yandell BS (1988). Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models. Ann Stat 16: 113-119.
    • (1988) Ann Stat , vol.16 , pp. 113-119
    • Cox, D.1    Koh, E.2    Wahba, G.3    Yandell, B.S.4
  • 5
    • 0033248627 scopus 로고    scopus 로고
    • A consistent test for the functional form of a regression based on a difference of variance estimators
    • Dette H (1999). A consistent test for the functional form of a regression based on a difference of variance estimators. Ann Stat 27(3): 1012-1040.
    • (1999) Ann Stat , vol.27 , Issue.3 , pp. 1012-1040
    • Dette, H.1
  • 6
    • 17244379745 scopus 로고    scopus 로고
    • Testing lack-of-fit of parametric regression models using nonparametric regression techniques
    • Eubank RL, Li CS and Wang S (2005). Testing lack-of-fit of parametric regression models using nonparametric regression techniques. Stat Sin 15(1): 135-152.
    • (2005) Stat Sin , vol.15 , Issue.1 , pp. 135-152
    • Eubank, R.L.1    Li, C.S.2    Wang, S.3
  • 7
    • 84950450933 scopus 로고
    • Testing the goodness of fit of a linear model via nonparametric regression techniques
    • Eubank RL and Spiegelman CH (1990). Testing the goodness of fit of a linear model via nonparametric regression techniques. J Am Stat Assoc 85: 387-392.
    • (1990) J Am Stat Assoc , vol.85 , pp. 387-392
    • Eubank, R.L.1    Spiegelman, C.H.2
  • 9
    • 0041364630 scopus 로고    scopus 로고
    • A nonparametric least-squares test for checking a polynomial relationship
    • Gijbels I and Rousson V (2001). A nonparametric least-squares test for checking a polynomial relationship. Stat Probab Lett 51(3): 253-261.
    • (2001) Stat Probab Lett , vol.51 , Issue.3 , pp. 253-261
    • Gijbels, I.1    Rousson, V.2
  • 10
    • 0036026154 scopus 로고    scopus 로고
    • Optimal minimax rates for nonparametric specification testing in regression models
    • Guerre E and Lavergne P (2002). Optimal minimax rates for nonparametric specification testing in regression models. Econom Theory 18(5): 1139-1171.
    • (2002) Econom Theory , vol.18 , Issue.5 , pp. 1139-1171
    • Guerre, E.1    Lavergne, P.2
  • 11
    • 21344496537 scopus 로고
    • Comparing nonparametric versus parametric regression fits
    • Härdle W and Mammen E (1993). Comparing nonparametric versus parametric regression fits. Ann Stat 21: 1926-1947.
    • (1993) Ann Stat , vol.21 , pp. 1926-1947
    • Härdle, W.1    Mammen, E.2
  • 13
    • 0034991055 scopus 로고    scopus 로고
    • An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative
    • Horowitz JL and Spokoiny VG (2001). An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Econometrica 69(3): 599-631.
    • (2001) Econometrica , vol.69 , Issue.3 , pp. 599-631
    • Horowitz, J.L.1    Spokoiny, V.G.2
  • 14
    • 0043123251 scopus 로고    scopus 로고
    • Fitting percentage of body fat to simple body measurements
    • Johnson, RW (1996) Fitting percentage of body fat to simple body measurements. J Stat Educ 4. http://www.amstat.org/publications/jse/v4nl/datasets.johnson.html.
    • (1996) J Stat Educ , vol.4
    • Johnson, R.W.1
  • 15
    • 0006672307 scopus 로고
    • On a theorem of Pitman
    • Noether GE (1955). On a theorem of Pitman. Ann Math Stat 26: 64-68.
    • (1955) Ann Math Stat , vol.26 , pp. 64-68
    • Noether, G.E.1
  • 16
    • 0042622454 scopus 로고
    • Generalized body composition prediction equation for men using simple measurement techniques (abstract)
    • Penrose K, Nelson A and Fisher AA (1985). Generalized body composition prediction equation for men using simple measurement techniques (abstract). Med Sci Sports Exerc 17: 189.
    • (1985) Med Sci Sports Exerc , vol.17 , pp. 189
    • Penrose, K.1    Nelson, A.2    Fisher, A.A.3
  • 18
    • 0030342998 scopus 로고    scopus 로고
    • Adaptive hypothesis testing using wavelets
    • Spokoiny VG (1996). Adaptive hypothesis testing using wavelets. Ann Stat 24(6): 2477-2498.
    • (1996) Ann Stat , vol.24 , Issue.6 , pp. 2477-2498
    • Spokoiny, V.G.1
  • 19
    • 0000275233 scopus 로고
    • Diagnostics for assessing regression models
    • Staniswalis JG and Severini TA (1991). Diagnostics for assessing regression models. J Am Stat Assoc 86: 684-692.
    • (1991) J Am Stat Assoc , vol.86 , pp. 684-692
    • Staniswalis, J.G.1    Severini, T.A.2
  • 21
    • 0000589160 scopus 로고
    • Local likelihood estimation
    • Tibshirani R and Hastie T (1987). Local likelihood estimation. J Am Stat Assoc 82: 559-567.
    • (1987) J Am Stat Assoc , vol.82 , pp. 559-567
    • Tibshirani, R.1    Hastie, T.2
  • 22
    • 0009126864 scopus 로고
    • Testing a linear regression model against nonparametric alternatives
    • Weirather G (1993). Testing a linear regression model against nonparametric alternatives. Metrika 40: 367-379.
    • (1993) Metrika , vol.40 , pp. 367-379
    • Weirather, G.1
  • 23
    • 0000617856 scopus 로고    scopus 로고
    • A consistent test of functional form via nonparametric estimation techniques
    • Zheng JH (1996). A consistent test of functional form via nonparametric estimation techniques. J Econom 75: 263-289.
    • (1996) J Econom , vol.75 , pp. 263-289
    • Zheng, J.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.