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Description
  • Test procedures are constructed for testing the goodness-of-fit in various parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical results are accompanied by a simulation study.
  • Test procedures are constructed for testing the goodness-of-fit in various parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical results are accompanied by a simulation study. (en)
Title
  • Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristics Functions
  • Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristics Functions (en)
skos:prefLabel
  • Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristics Functions
  • Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristics Functions (en)
skos:notation
  • RIV/00216208:11320/09:00206600!RIV10-GA0-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/09/0755), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 316565
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/09:00206600
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Goodness-of-Fit; Tests; Parametric; Regression; Models; Based; Empirical; Characteristics; Functions (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [4E2EA9BEFFDF]
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  • Kybernetika
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 45
http://linked.open...iv/tvurceVysledku
  • Hušková, Marie
  • Meintanis, Simos
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
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