Goodness-of-Fit Tests in Nonparametric Regression

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

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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

Keywords

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

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