Nonparametric model checks for regression

被引:11
作者
Stute, W [1 ]
机构
[1] Univ Giessen, Inst Math, D-35392 Giessen, Germany
关键词
marked empirical process; residuals; model check for regression; principal components; Cramer-von Mises; smooth and directional tests;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we study a marked empirical process based on residuals. Results on its large-sample behavior may be used to provide nonparametric full-model checks for regression. Their decomposition into principal components gives new insight into the question: which kind of departure from a hypothetical model may be well detected by residual-based goodness-of-fit methods? The work also contains a small simulation study on straight-line regression.
引用
收藏
页码:613 / 641
页数:29
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