TESTING GOODNESS-OF-FIT VIA NONPARAMETRIC FUNCTION ESTIMATION TECHNIQUES

被引:34
作者
EUBANK, RL
HART, JD
LARICCIA, VN
机构
[1] TEXAS A&M UNIV SYST,DEPT STAT,COLL STN,TX 77843
[2] UNIV DELAWARE,DEPT MATH SCI,NEWARK,DE 19716
关键词
OMNIBUS TESTS; CRAMER-VONMISES TEST; FOURIER SERIES; LOCAL ALTERNATIVES; SMOOTHING SPLINE; SMOOTHING PARAMETER; DATA-DRIVEN SMOOTHING;
D O I
10.1080/03610929308831219
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
An overview is given of methodology for testing goodness of fit of parametric models using nonparametric function estimation techniques. The ideas are illustrated in two settings: the classical one-sample goodness-of-fit scenario and testing the goodness of fit of a polynomial regression model.
引用
收藏
页码:3327 / 3354
页数:28
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