کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146613 957521 2010 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimating the error distribution in nonparametric multiple regression with applications to model testing
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Estimating the error distribution in nonparametric multiple regression with applications to model testing
چکیده انگلیسی

In this paper we consider the estimation of the error distribution in a heteroscedastic nonparametric regression model with multivariate covariates. As estimator we consider the empirical distribution function of residuals, which are obtained from multivariate local polynomial fits of the regression and variance functions, respectively. Weak convergence of the empirical residual process to a Gaussian process is proved. We also consider various applications for testing model assumptions in nonparametric multiple regression. The model tests obtained are able to detect local alternatives that converge to zero at an n−1/2n−1/2-rate, independent of the covariate dimension. We consider in detail a test for additivity of the regression function.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 5, May 2010, Pages 1067–1078
نویسندگان
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