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...

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Bibliographic Details
Main Authors: G.I. Rivas-Martínez, Maria Dolores Jiménez-Gamero
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2018-02-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/236