Goodness-of-Fit Tests in Nonparametric Regression

J.H.J. Einmahl, I. van Keilegom

Research output: Working paperDiscussion paperOther research output

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Abstract

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages24
Volume2006-79
Publication statusPublished - 2006

Publication series

NameCentER Discussion Paper
Volume2006-79

Fingerprint

Goodness
Nonparametric Regression

Keywords

  • Bootstrap
  • empirical process
  • goodness-of-fit
  • location-scale regression
  • model diagnostics
  • nonparametric regression
  • test for independence
  • weak convergence

Cite this

Einmahl, J. H. J., & van Keilegom, I. (2006). Goodness-of-Fit Tests in Nonparametric Regression. (CentER Discussion Paper; Vol. 2006-79). Tilburg: Econometrics.
Einmahl, J.H.J. ; van Keilegom, I. / Goodness-of-Fit Tests in Nonparametric Regression. Tilburg : Econometrics, 2006. (CentER Discussion Paper).
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title = "Goodness-of-Fit Tests in Nonparametric Regression",
abstract = "AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.",
keywords = "Bootstrap, empirical process, goodness-of-fit, location-scale regression, model diagnostics, nonparametric regression, test for independence, weak convergence",
author = "J.H.J. Einmahl and {van Keilegom}, I.",
note = "Subsequently published in the Journal of Econometrics, 2008 (rt) Pagination: 24",
year = "2006",
language = "English",
volume = "2006-79",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
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}

Einmahl, JHJ & van Keilegom, I 2006 'Goodness-of-Fit Tests in Nonparametric Regression' CentER Discussion Paper, vol. 2006-79, Econometrics, Tilburg.

Goodness-of-Fit Tests in Nonparametric Regression. / Einmahl, J.H.J.; van Keilegom, I.

Tilburg : Econometrics, 2006. (CentER Discussion Paper; Vol. 2006-79).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Goodness-of-Fit Tests in Nonparametric Regression

AU - Einmahl, J.H.J.

AU - van Keilegom, I.

N1 - Subsequently published in the Journal of Econometrics, 2008 (rt) Pagination: 24

PY - 2006

Y1 - 2006

N2 - AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

AB - AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

KW - Bootstrap

KW - empirical process

KW - goodness-of-fit

KW - location-scale regression

KW - model diagnostics

KW - nonparametric regression

KW - test for independence

KW - weak convergence

M3 - Discussion paper

VL - 2006-79

T3 - CentER Discussion Paper

BT - Goodness-of-Fit Tests in Nonparametric Regression

PB - Econometrics

CY - Tilburg

ER -

Einmahl JHJ, van Keilegom I. Goodness-of-Fit Tests in Nonparametric Regression. Tilburg: Econometrics. 2006. (CentER Discussion Paper).