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A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption

✍ Scribed by Holger Dette; Axel Munk


Book ID
111529596
Publisher
Springer Japan
Year
1998
Tongue
English
Weight
964 KB
Volume
50
Category
Article
ISSN
0020-3157

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A nonparametric goodness-of-fit test for
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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