On a goodness of fit test based on Matusita's measure of distance
β Scribed by S. N. U. A. Kirmani
- Publisher
- Springer Japan
- Year
- 1973
- Tongue
- English
- Weight
- 359 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0020-3157
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π SIMILAR VOLUMES
We test if a regression function belongs to a class of parametric models by measuring the discrepancy between a parametric ΓΏt and a local polynomial regression. The proposed test is a weighted L 2 -norm of a smoothed function based on the parametric residuals.
To check the validity of a parametric model for survival data, a number of supremum-type tests have been proposed in the literature using Khmaladze's (1993, Ann. Statist. 18, 582-602) transformation of a test process. However, such a transformation is usually very complicated and lacks a clear inter