Goodness-of-fit tests for the error distribution in nonparametric regression

Computational Statistics and Data Analysis

Volumn 54, Issue 8, 2010, Pages 1942-1951

  Heuchenne, Cédric ^a,b   Van Keilegom, Ingrid ^b  

^a 11Centre for Quantitative Methods   (Belgium)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bandwidth selection; Bootstrap; Error distribution; Goodness of fit tests; Local polynomial estimation; Nonparametric regression

Indexed keywords

BANDWIDTH SELECTIONS; ERROR DISTRIBUTION; ERROR DISTRIBUTIONS; GOODNESS-OF-FIT TEST; GOODNESS-OF-FIT TESTS; NON-PARAMETRIC REGRESSION;

BANDWIDTH; REGRESSION ANALYSIS; SAMPLING; STATISTICAL TESTS;

ESTIMATION;

EID: 77950867371     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.02.010     Document Type: Article

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