×

zbMATH — the first resource for mathematics

Rejoinder on: “An updated review of goodness-of-fit tests for regression models”. (English) Zbl 1367.62120
Rejoinder to the comments [Zbl 1367.62119; Zbl 1367.62113; Zbl 1367.62126; Zbl 1367.62129; Zbl 1367.62124; Zbl 1367.62114] on the authors’ paper [Test 22, No. 3, 361–411 (2013; Zbl 1273.62086)].

MSC:
62G08 Nonparametric regression and quantile regression
62G10 Nonparametric hypothesis testing
62G09 Nonparametric statistical resampling methods
62G20 Asymptotic properties of nonparametric inference
62-02 Research exposition (monographs, survey articles) pertaining to statistics
Software:
sm
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Aït-Sahalia Y, Fan J, Peng H (2009) Nonparametric transition–based tests for jump diffusions. J Am Stat Assoc 104:1102–1116 · Zbl 1388.62124 · doi:10.1198/jasa.2009.tm08198
[2] Boente G, González-Manteiga W, Rodríguez D (2013) Goodness-of-fit test for directional data. Scand J Stat. doi: 10.1111/sjos.12020 · Zbl 1349.62148
[3] Bowman AW, Azzalini A (1997) Applied smoothing techniques for data analysis: the kernel approach with S-plus illustrations. Oxford University Press, Oxford · Zbl 0889.62027
[4] Bowman AW, Crujeiras RM (2013) Inference for variograms. Comput Stat Data Anal 6:19–31 · Zbl 06958970 · doi:10.1016/j.csda.2013.02.027
[5] Cao R, González-Manteiga W (2008) Goodness-of-fit tests for conditional models under censoring and truncation. J Econom 143:166–190 · Zbl 1418.62190 · doi:10.1016/j.jeconom.2007.08.011
[6] Diblasi AM, Bowman AW (2001) On the use of the variogram in checking for independence in spatial data. Biometrics 57:211–218 · Zbl 1209.62209 · doi:10.1111/j.0006-341X.2001.00211.x
[7] Einmahl J, Van Keilegom I (2008a) Tests for independence in nonparametric regression. Stat Sin 18:601–616 · Zbl 1135.62032
[8] Einmahl J, Van Keilegom I (2008b) Specification tests in nonparametric regression. J Econom 143:88–102 · Zbl 1135.62032 · doi:10.1016/j.jeconom.2007.08.008
[9] Fermanian JD (2005) Goodness-of-fit tests for copulas. J Multivar Anal 95:119–152 · Zbl 1095.62052 · doi:10.1016/j.jmva.2004.07.004
[10] Forman JL, Markussen B, Sorensen H (2011) Goodness-of-fit based on downsampling with applications to linear drift diffusions. Scand J Stat 38:288–310 · Zbl 1246.60103 · doi:10.1111/j.1467-9469.2010.00705.x
[11] Hlavka Z, Huskova M, Meintanis SG (2011) Tests for independence in nonparametric heteroscedastic regression models. J Multivar Anal 102:816–827 · Zbl 1327.62258 · doi:10.1016/j.jmva.2011.01.002
[12] Huskova M, Meintanis S (2009) Goodness-of-fit tests for parametric regression models based on empirical characteristic functions. Kybernetika 45:960–971 · Zbl 1186.62029
[13] Lin LC, Leeb S, Guo M (2013) Goodness-of-fit test for stochastic volatility models. J Multivar Anal 116:473–498 · Zbl 1277.62125 · doi:10.1016/j.jmva.2013.01.006
[14] Liu Z, Wang Z, Hu X (2011) Testing heteroscedasticity in partially linear models with missing covariates. J Nonparametr Stat 23:321–337 · Zbl 1327.62353 · doi:10.1080/10485252.2010.515306
[15] Miles D, Mora J (2002) On the performance of nonparametric specification test in regression models. Comput Stat Data Anal 42:477–490 · Zbl 1429.62161 · doi:10.1016/S0167-9473(02)00227-X
[16] Omelka M, Gijbels I, Veraverbeke N (2009) Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing. Ann Stat 37:3023–3058 · Zbl 1360.62160 · doi:10.1214/08-AOS666
[17] Scaillet O (2007) Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters. J Multivar Anal 98:533–543 · Zbl 1107.62037 · doi:10.1016/j.jmva.2006.05.006
[18] Stute W (1997) Nonparametric model checks for regression. Ann Stat 25:613–641 · Zbl 0926.62035 · doi:10.1214/aos/1031833666
[19] Stute W, Presendo-Quindimil M, González-Manteiga W, Koul HL (2006) Model checks for higher order time series. Stat Probab Lett 76:1385–1396 · Zbl 1094.62117 · doi:10.1016/j.spl.2006.02.009
[20] Van Keilegom I, González-Manteiga W, Sánchez-Sellero C (2008) Goodness-of-fit tests in parametric regression based on the estimation of the error distribution. Test 17:401–415 · Zbl 1196.62049 · doi:10.1007/s11749-007-0044-z
[21] Xu W, Guo X, Zhu L (2012) Goodness-of-fitting for partial linear model with missing response at random. J Nonparametr Stat 24:103–118 · Zbl 1241.62059 · doi:10.1080/10485252.2011.626410
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.