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Statements

Subject Item
n2:RIV%2F00216208%3A11320%2F09%3A00206600%21RIV10-GA0-11320___
rdf:type
skos:Concept n12:Vysledek
dcterms: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.
dcterms: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
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
skos:notation
RIV/00216208:11320/09:00206600!RIV10-GA0-11320___
n3:aktivita
n7:Z n7:P
n3:aktivity
P(GA201/09/0755), Z(MSM0021620839)
n3:cisloPeriodika
6
n3:dodaniDat
n4:2010
n3:domaciTvurceVysledku
n15:3299503
n3:druhVysledku
n10:J
n3:duvernostUdaju
n19:S
n3:entitaPredkladatele
n8:predkladatel
n3:idSjednocenehoVysledku
316565
n3:idVysledku
RIV/00216208:11320/09:00206600
n3:jazykVysledku
n11:eng
n3:klicovaSlova
Goodness-of-Fit; Tests; Parametric; Regression; Models; Based; Empirical; Characteristics; Functions
n3:klicoveSlovo
n6:Characteristics n6:Models n6:Based n6:Parametric n6:Empirical n6:Regression n6:Goodness-of-Fit n6:Tests n6:Functions
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[4E2EA9BEFFDF]
n3:nazevZdroje
Kybernetika
n3:obor
n9:BA
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
2
n3:projekt
n17:GA201%2F09%2F0755
n3:rokUplatneniVysledku
n4:2009
n3:svazekPeriodika
45
n3:tvurceVysledku
Hušková, Marie Meintanis, Simos
n3:zamer
n18:MSM0021620839
s:issn
0023-5954
s:numberOfPages
12
n14:organizacniJednotka
11320