کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147248 957566 2008 38 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Model checking in errors-in-variables regression
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Model checking in errors-in-variables regression
چکیده انگلیسی

This paper discusses a class of minimum distance tests for fitting a parametric regression model to a class of regression functions in the errors-in-variables model. These tests are based on certain minimized distances between a nonparametric regression function estimator and a deconvolution kernel estimator of the conditional expectation of the parametric model being fitted. The paper establishes the asymptotic normality of the proposed test statistics under the null hypothesis and that of the corresponding minimum distance estimators. We also prove the consistency of the proposed tests against a fixed alternative and obtain the asymptotic distributions for general local alternatives. Simulation studies show that the testing procedures are quite satisfactory in the preservation of the finite sample level and in terms of a power comparison.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 99, Issue 10, November 2008, Pages 2406–2443
نویسندگان
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