A general view of the goodness-of-fit tests for statistical models

Understanding Complex Systems

Volumn 2011, Issue , 2011, Pages 3-16

  González Manteiga, Wenceslao ^a   Crujeiras, Rosa M ^a  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80051694455     PISSN: 18600832     EISSN: 18600840     Source Type: Book Series    
DOI: 10.1007/978-3-642-20853-9_1     Document Type: Article

References (45)

1. Alcalá, T., Cristóbal, J.A., González-Manteiga, W.: Goodness of fit test for linear models based on local polynomials. Statist. Prob. Lett. 42, 39-46 (1999)
2. Akritas, M.G., Van Keilegom, I.: Non-parametric estimation of the residual distribution. Scand. J. Statist. 28, 549-567 (2001)
3. Azzalini, A., Bowman, A.W.: On the use of nonparametric regression for check¬ing linear relationships. J. Royal Statist. Soc. Ser. B. Method 55, 549-557 (1993)
4. Bickel, P.J., Rosenblatt, M.: On some global measures of the deviations of density function estimates. Ann. Statist. 1, 1071-1095 (1973)
5. Cao, R., González-Manteiga, W.: Goodness-of-fit tests for conditional models under censoring and truncation. J. Econometrics 143, 166-190 (2008)
6. Chen, S.X., Cui, H.: An extended empirical likelihood for generalized linear models. Statistica Sinica 13, 69-81 (2003) (Pubitemid 36536017)
7. Chen, S.X., Van Keilegom, I.: A review on empirical likelihood methods for regression. TEST 18, 415-447 (2009)
8. Crujeiras, R., Fernández-Casal, R., González-Manteiga, W.: Goodness-of-fit tests for the spatial spectral density. Stoch Environ. Res. Risk Asses. 24, 67-79 (2010)
9. Dette, H.: A consistent test for the functional form of a regression based on a difference of variance estimators. Ann. Statist. 27, 1012-1040 (1999)
10. Domínguez, M.A., Lobato, I.N.: Testing the martingale difference hypothesis. Economet. Rev. 22, 351-377 (2003) (Pubitemid 38344897)
11. Durbin, J.: Weak convergence of the sample distribution function when param¬eters are estimated. Ann. Statist. 1, 279-290 (1973)
12. Escanciano, J.C.: Model checks using residual marked empirical processes. Sta-tistica Sinica 17, 115-138 (2007)
13. Fan, Y.: Testing the goodness of fit of a parametric density function by the kernel method. Economet. Theory 10, 316-356 (1994)
14. Fan, J., Gijbels, I.: Local polynomial modelling and its applications. Monographs on Statistics and Applied Probability, vol. 66. Chapman & Hall, London (1996)
15. Fan, Y.: Goodness-of-fit tests based on kernel density estimators with fixed smoothing parameters. Economet. Theory 14, 604-621 (1998)
16. Fan, J., Zhang, C., Zhang, J.: Generalised likelihood ratio statistics and Wilks phenomenon. Ann. Statist. 29, 153-193 (2001)
17. Fan, J., Jiang, J.: Nonparametric inference with generalized likelihood ratio tests. TEST 16, 409-444 (2007)
18. Gao, J.: Nonlinear Time Series. Semiparametric and Nonparametric Methods. Chapman & Hall, London (2007)
19. González-Manteiga, W., Cao, R.: Testing the hypothesis of a general linear model using nonparametric regression estimation. TEST 2, 161-188 (1993)
20. González-Manteiga, W., Pérez-González, A.: Goodness-of-fit tests for linear regression models with missing response data. Canad. J. Statist. 34, 1-22 (2006)
21. Ḧardle, W., Mammen, E.: Comparing nonparametric versus parametric regression fits. Ann. Statist. 21, 1926-1947 (1993)
22. Horowitz, J., Spokoiny, V.: An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Econometrica 69, 599-631 (2001) (Pubitemid 32514244)
23. de Jong, P.: A central limit theorem for generalized quadratic forms. Prob. Theor. Rel. Fields 75, 261-277 (1987)
24. Khmadladze, E.V., Koul, H.L.: Martingale transforms goodness-of-fit tests in regression models. Ann. Statist. 37, 995-1034 (2004) (Pubitemid 41250291)
25. Koul, H.L., Stute, W.: Nonparametric model checks for time series. Ann. Statist. 27, 204-236 (1999)
26. Liu, R.: Bootstrap procedures under some non-i.i.d. models. Ann. Statist. 16, 1696-1708 (1988)
27. Miles, D., Mora, J.: On the performance of nonparametric specification test in regression models. Comp. Statist. Data Anal. 42, 477-490 (2002)
28. Nadaraya, E.A.: On estimating regression. Theor. Prob. and its Appl. 10, 186-196 (1964)
29. Neumeyer, N., Van Keilegom, I.: Estimating the error distribution in non-parametric multiple regression with applications to model testing. J. Multiv. Anal. 101, 1067-1078 (2010)
30. Owen, A.B.: Empirical Likelihood. Chapman & Hall, London (2001)
31. Paparoditis, E.: Spectral density based goodness-of-fit tests for time series models. Scand. J. Statist. 27, 143-176 (2000)
32. Parzen, E.: On estimation of a probability density function and mode. Ann. Math. Statist. 33, 1065-1076 (1962)
33. Rosenblatt, M.: Remarks on some nonparametric estimates of a density function. Ann. Math. Statist. 27, 832-837 (1956)
34. Rosenblatt, M.: Stochastic Curve Estimation. Institute of Mathematical Statistics, Hayward (1991)
35. Stute, W., González-Manteiga, W., Presedo-Quindimil, M.: Bootstrap based goodness-of-fit tests. Metrika 40, 243-256 (1993)
36. Stute, W.: Nonparametric model checks for regression. Ann. Statist. 25, 613-641 (1997)
37. Stute, W., González-Manteiga, W., Presedo-Quindimil, M.: Bootstrap approximations in model checks for regression. J. Amer. Statist. Assoc. 93, 141-149 (1998)
38. Stute, W., Thies, S., Zhu, L.X.: Model checks for regression: an innovation process approach. Ann. Statist. 26, 1916-1934 (1998) (Pubitemid 128376913)
39. Stute, W., Presedo-Quindimil, M., González-Manteiga, W., Koul, H.L.: Model checks of higher order time series. Statist. Prob. Lett. 76, 1385-1396 (2006) (Pubitemid 43827432)
40. Van Keilegom, I., González-Manteiga, W., Sánchez-Sellero, C.A.: Goodness-of-fit tests in parametric regression based on the estimation of the error distribution. TEST 17, 401-415 (2008)
41. Van Keilegom, I., Sánchez-Sellero, C.A., González-Manteiga, W.: Empirical likelihood based testing for regression. Elect. J. Statist. 2, 581-604 (2008)
42. Watson, G.S.: Smooth regression analysis. Sankhȳa Ser. A 26, 359-372 (1964)
43. Wu, C.F.J.: Jackknife, bootstrap and other resampling methods in regression analysis. Ann. Statist. 14, 1261-1350 (1986)
44. Zheng, J.X.: A consistent test of functional form via nonparametric estimation techniques. J. Economet. 75, 263-289 (1996)
45. Zhu, L.: Nonparametric Monte Carlo Tests and their Applications. Lect. Notes Statist. 182 (2005)