Goodness-of-fit test for linear models based on local polynomials

被引：37

作者：

Alcalá, JT

Cristóbal, JA

González-Manteiga, W

机构：

[1] Univ Zaragoza, Dept Stat Methods, E-50009 Zaragoza, Spain

[2] Univ Santiago, Dept Stat & OR, E-15706 Santiago, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 1999年 / 42卷 / 01期

关键词：

local polynomial; model checking; bootstrap;

D O I：

10.1016/S0167-7152(98)00184-9

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：

We test if a regression function belongs to a class of parametric models by measuring the discrepancy between a parametric fit and a local polynomial regression. The proposed test is a weighted L-2-norm of a smoothed function based on the parametric residuals. (C) 1999 Elsevier Science B.V. All rights reserved.

引用

页码：39 / 46

页数：8

共 6 条

[1] A CENTRAL-LIMIT-THEOREM FOR GENERALIZED QUADRATIC-FORMS [J].