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A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression

✍ Scribed by Chen, Song Xi; Van Keilegom, Ingrid

Book ID
125544980
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Year
2009
Tongue
English
Weight
223 KB
Volume
15
Category
Article
ISSN
1350-7265

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We derive a nonparametric test for discriminating between generalized autoregressive models. This test is a modiÿcation of the nonparametric tests proposed in Diebolt and Ngatchou Wandji (Prà epublications Mathà ematiques de l'Università e Paris-Nord, vol. 96-04) and Diebolt et al. (Scand. J. Statis