Paper Info
Title
Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions.
Abstract
Test procedures are constructed for testing the goodness-of-fit in parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical results axe accompanied by a simulation study.
Year
Venue
Keywords
2009
KYBERNETIKA
empirical characteristic function,kernel regression estimators
Field
DocType
Volume
Test statistic,Regression analysis,PRESS statistic,Nonparametric regression,Parametric statistics,Statistics,Goodness of fit,Mathematics,Null distribution,Statistical hypothesis testing
Journal
45
Issue
ISSN
Citations 
6
0023-5954
2
PageRank 
References 
Authors
0.54
0
2
Name
Order
Citations
PageRank
Marie Hušková1239.73
Simos G. Meintanis25015.98