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Nonparametric model checks for regression. (English) Zbl 0926.62035
Summary: 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.

MSC:
62G10 Nonparametric hypothesis testing
62G05 Nonparametric estimation
62G30 Order statistics; empirical distribution functions
62J02 General nonlinear regression
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