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April 1997 Nonparametric model checks for regression
Winfried Stute
Ann. Statist. 25(2): 613-641 (April 1997). DOI: 10.1214/aos/1031833666

Abstract

In this paper we study a marked empirical process based on residuals. Results on its large-sample behavior may be used to provide nonparametric full-model checks for regression. Their decomposition into principal components gives new insight into the question: which kind of departure from a hypothetical model may be well detected by residual-based goodness-of-fit methods? The work also contains a small simulation study on straight-line regression.

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Winfried Stute. "Nonparametric model checks for regression." Ann. Statist. 25 (2) 613 - 641, April 1997. https://doi.org/10.1214/aos/1031833666

Information

Published: April 1997
First available in Project Euclid: 12 September 2002

zbMATH: 0926.62035
MathSciNet: MR1439316
Digital Object Identifier: 10.1214/aos/1031833666

Subjects:
Primary: 62G05
Secondary: 62G10 , 62G30 , 62J02

Keywords: Cramér-von Mises , Marked empirical process , model check for regression , principal components , residuals , smooth and directional tests

Rights: Copyright © 1997 Institute of Mathematical Statistics

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Vol.25 • No. 2 • April 1997
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