Computationally Efficient Goodness-of-Fit Tests for the Error Distribution in Nonparametric Regression
Several procedures have been proposed for testing goodness-of-fit to the error distribution in nonparametric regression models. The null distribution of the associated test statistics is usually approximated by means of a parametric bootstrap which, under certain conditions, provides a consistent e...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Instituto Nacional de Estatística | Statistics Portugal
2018-02-01
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Series: | Revstat Statistical Journal |
Subjects: | |
Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/236 |