Goodness-of-fit tests in semi-linear models
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit tests in semi-linear models
Specification tests for the error distribution are proposed in semi–linear models, including the partial linear model and additive models. The tests utilize an integrated distance involving the empirical characteristic function of properly estimated residuals. These residuals are obtained from an initial estimation step involving a combination of penalized least squares and smoothing techniques...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9266-8