| Title:
|
Goodness-of-fit tests for parametric regression models based on empirical characteristic functions (English) |
| Author:
|
Hušková, Marie |
| Author:
|
Meintanis, Simon G. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
45 |
| Issue:
|
6 |
| Year:
|
2009 |
| Pages:
|
960-971 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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 are accompanied by a simulation study. (English) |
| Keyword:
|
empirical characteristic function |
| Keyword:
|
kernel regression estimators |
| MSC:
|
62F05 |
| MSC:
|
62G10 |
| MSC:
|
62J05 |
| MSC:
|
65C60 |
| idZBL:
|
Zbl 1186.62029 |
| idMR:
|
MR2650076 |
| . |
| Date available:
|
2010-06-02T19:27:36Z |
| Last updated:
|
2013-09-21 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140030 |
| . |
| Reference:
|
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| . |
