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Testing Lack of Fit of Regression Models under Heteroscedasticity

✍ Scribed by Chin-Shang Li


Book ID
111851065
Publisher
John Wiley and Sons
Year
1999
Tongue
French
Weight
604 KB
Volume
27
Category
Article
ISSN
0319-5724

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Goodness-of-fit tests for nonlinear hete
✍ Jean Diebolt; Jacques Zuber πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 128 KB

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.