A nonparametric lack-of-fit test for heteroscedastic regression models

被引：0

作者：

Aubin, Jean-Baptiste ^{[1
]}

Leoni-Aubin, Samuela ^{[1
]}

机构：

[1] INSA Lyon, ICJ, F-69621 Villeurbanne, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2011年 / 349卷 / 3-4期

关键词：

RUNS;

D O I：

10.1016/j.crma.2010.12.009

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residual plots are useful but heuristic. We introduce a formal statistical test supplementing the graphical analysis. Technically, the test statistic is the maximum length of the sequences of ordered (with respect to the covariate) observations that are consecutively overestimated or underestimated by the candidate regression function. Note that the testing procedure can cope with heteroscedastic errors and no replicates. Recursive formulae allowing one to calculate the exact distribution of the test statistic under the null hypothesis and under a class of alternative hypotheses are given. (C) 2010 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

引用

页码：215 / 217

页数：3

共 50 条

[1] A Nonparametric Lack-of-Fit Test of Constant Regression in the Presence of Heteroscedastic Variances
Gharaibeh, Mohammed M.
Sahtout, Mohammad
Wang, Haiyan
Wang, Suojin
[J]. SYMMETRY-BASEL, 2021, 13 (07):
[2] A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
Gharaibeh, Mohammed M.
Wang, Haiyan
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (22) : 7886 - 7914
[3] A lack-of-fit test for heteroscedastic regression models via cosine-series smoothers
Li, CS
[J]. AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2003, 45 (04) : 477 - 489
[4] A lack-of-fit test for quantile regression process models
Feng, Xingdong
Liu, Qiaochu
Wang, Caixing
[J]. STATISTICS & PROBABILITY LETTERS, 2023, 192
[5] Testing lack-of-fit of parametric regression models using nonparametric regression techniques
Eubank, RL
Li, CS
Wang, SJ
[J]. STATISTICA SINICA, 2005, 15 (01) : 135 - 152
[6] A lack-of-fit test for quantile regression
He, XM
Zhu, LX
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2003, 98 (464) : 1013 - 1022
[7] Lack-of-fit tests for quantile regression models
Dong, Chen
Li, Guodong
Feng, Xingdong
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2019, 81 (03) : 629 - 648
[8] A lack-of-fit test in Tobit errors-in-variables regression models
Song, Weixing
Yao, Weixin
[J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (12) : 1792 - 1801
[9] Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
Lopez, O.
Patilea, V.
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (01) : 210 - 230
[10] A lack-of-fit test for quantile regression models with high-dimensional covariates
Conde-Amboage, Mercedes
Sanchez-Sellero, Cesar
Gonzalez-Manteiga, Wenceslao
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2015, 88 : 128 - 138

← 1 2 3 4 5 →