Testing for Lack of Fit in Nonlinear Regression
نویسندگان
چکیده
منابع مشابه
Testing lack of fit of regression models under heteroscedasticity
A test is proposed for assessing the lack of fit of heteroscedastic nonlinear regression models that is based on comparison of nonparametric kernel and parametric fits. A data-driven method is proposed for bandwidth selection using the parametric null model asymptotically optimal bandwidth which leads to a test that has a limiting normal distribution under the null hypothesis and is consistent ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1988
ISSN: 0090-5364
DOI: 10.1214/aos/1176350831