Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Comparisons between Goodness-of-Fit Tests for ametric Model via Nonparametric Fit

  • Published : 1996.12.01
Download PDF
⟨ Previous Next ⟩

Abstract

Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

Keywords

References

  1. Biometrika v.78 Detecting a smooth signal: Optimality of cusum based procedures Buckley, M.J.
  2. The Annals of Statistics v.16 Testing the (parametric) null hypothesis in (semiparametric) partial and generalized spline models Cox, D. D.;Koh, E.;Wahba, G.;Yandell, B.
  3. Numerische Mathematik v.24 Oscillation matrices with spline smoothing Demmler. A;Reinsch. C.
  4. The Annals of Statistics v.20 Testing goodness-of-fit in regression via order selection criterion Eubank. R.L.;Hart, J.D.
  5. Biometrika v.80 Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests Eubank, R.L.;Hart, J.D.
  6. Journal of the American Statistical Association v.85 Testing the goodness of fit of a linear model via nonparametric regression techniques Eubank, R.L.;Spiegelan, C.H.
  7. Technical Report, No. 857 RKpack and its applications: Fitting smoothing spline models Gu, C.
  8. The Annals of Statistics v.21 Comparing nonparametric regression versus parametric regression fits Hardle, W.;Mammen, E.
  9. Biometrika v.76 A Cubic spline extension of the Durbin-Watson test Munson, P.J.;Jernigan, R.W.
  10. The Annals of Mathematical Statistics v.12 Distribution of the ratio of the mean squared successive difference to the variance Neumann, J. Von
  11. The Annals of Statistics v.12 Bandwidth choice for nonparametric regression Rice, J.