메뉴 건너뛰기




Volumn 19, Issue 1, 2010, Pages 92-112

Tests for the error distribution in nonparametric possibly heteroscedastic regression models

Author keywords

Empirical characteristic function; Goodness of fit; Kernel regression estimator; Parametric bootstrap

Indexed keywords


EID: 77950339635     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-008-0135-5     Document Type: Article
Times cited : (24)

References (11)
  • 1
    • 0035457247 scopus 로고    scopus 로고
    • Non-parametric estimation of the residual distribution
    • Akritas MG, van Keilegom I (2001) Non-parametric estimation of the residual distribution. Scand J Statist 28: 549-567.
    • (2001) Scand J Statist , vol.28 , pp. 549-567
    • Akritas, M.G.1    van Keilegom, I.2
  • 2
    • 0032343669 scopus 로고    scopus 로고
    • Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
    • Chen X, White H (1998) Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications. Econom Theory 14: 260-284.
    • (1998) Econom Theory , vol.14 , pp. 260-284
    • Chen, X.1    White, H.2
  • 3
    • 0005276893 scopus 로고
    • Limit theorems for sums of weakly dependent Banach space valued random variables
    • Dehling H (1983) Limit theorems for sums of weakly dependent Banach space valued random variables. Z Wahrscheinlichtkeitstheor Verw Geb 63: 393-432.
    • (1983) Z Wahrscheinlichtkeitstheor Verw Geb , vol.63 , pp. 393-432
    • Dehling, H.1
  • 4
    • 24944540181 scopus 로고    scopus 로고
    • Tests for location-scale families based on the empirical characteristic function
    • Epps TW (2005) Tests for location-scale families based on the empirical characteristic function. Metrika 62: 99-114.
    • (2005) Metrika , vol.62 , pp. 99-114
    • Epps, T.W.1
  • 5
    • 34648823381 scopus 로고    scopus 로고
    • Omnibus test for the error distribution in the linear regression model
    • Hušková M, Meintanis SG (2007) Omnibus test for the error distribution in the linear regression model. Statistics 41: 363-376.
    • (2007) Statistics , vol.41 , pp. 363-376
    • Hušková, M.1    Meintanis, S.G.2
  • 6
    • 22944482805 scopus 로고    scopus 로고
    • Testing goodness of fit for the distribution of errors in multivariate linear models
    • Jiménez Gamero MD, Muñoz Garcia J, Pino Mejias R (2005) Testing goodness of fit for the distribution of errors in multivariate linear models. J Multivar Anal 95: 301-322.
    • (2005) J Multivar Anal , vol.95 , pp. 301-322
    • Jiménez Gamero, M.D.1    Muñoz Garcia, J.2    Pino Mejias, R.3
  • 7
    • 17444403481 scopus 로고    scopus 로고
    • Goodness-of-fit tests with nuisance regression and scale
    • Jurečková J, Picek J, Sen PK (2003) Goodness-of-fit tests with nuisance regression and scale. Metrika 58: 235-258.
    • (2003) Metrika , vol.58 , pp. 235-258
    • Jurečková, J.1    Picek, J.2    Sen, P.K.3
  • 8
    • 23944511873 scopus 로고    scopus 로고
    • Martingale transforms goodness-of-fit tests in regression models
    • Khmaladze EV, Koul HL (2004) Martingale transforms goodness-of-fit tests in regression models. Ann Statist 32: 995-1034.
    • (2004) Ann Statist , vol.32 , pp. 995-1034
    • Khmaladze, E.V.1    Koul, H.L.2
  • 10
    • 33745311451 scopus 로고    scopus 로고
    • Bootstrap test for the error distribution in linear and nonparametric regression models
    • Neumeyer N, Dette H, Nagel E-R (2006) Bootstrap test for the error distribution in linear and nonparametric regression models. Aust N Z J Stat 48: 129-156.
    • (2006) Aust N Z J Stat , vol.48 , pp. 129-156
    • Neumeyer, N.1    Dette, H.2    Nagel, E.-R.3
  • 11
    • 34247358751 scopus 로고    scopus 로고
    • Goodness-of-fit test of Shapiro-Wilk type with nuisance regression and scale
    • Sen PK, Jurečková J, Picek J (2003) Goodness-of-fit test of Shapiro-Wilk type with nuisance regression and scale. Aust J Stat 32: 163-177.
    • (2003) Aust J Stat , vol.32 , pp. 163-177
    • Sen, P.K.1    Jurečková, J.2    Picek, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.