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Goodness-of-fit test with nuisance regression and scale

✍ Scribed by Jana Jurečková; Jan Picek; PranabKumar Sen


Publisher
Springer
Year
2003
Tongue
English
Weight
198 KB
Volume
58
Category
Article
ISSN
0026-1335

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Goodness-of-fit tests for nonlinear hete
✍ Jean Diebolt; Jacques Zuber 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 128 KB

This paper is devoted to goodness-of-ÿt tests for parametric possibly nonlinear heteroscedastic regression models. The test statistic is constructed using a marked empirical process based on residuals. We investigate the consistency of this test statistic and of the estimators needed to compute it.