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Testing Goodness of Fit for the Distribution of Errors in Regression Models

✍ Scribed by Donald A. Pierce and Kenneth J. Kopecky

Book ID
118045706
Publisher
Oxford University Press
Year
1979
Tongue
English
Weight
501 KB
Volume
66
Category
Article
ISSN
0006-3444

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This paper is devoted to goodness-of-ΓΏt 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.