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.
✦ LIBER ✦
Note on the R2measure of goodness of fit for nonlinear models
✍ Scribed by Kva°Lseth, Tarald O.
- Book ID
- 125410091
- Publisher
- Springer - Psychonomic Society
- Year
- 1983
- Weight
- 427 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0090-5054
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