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Communications in Statistics - Simulation and Computation Volume 30, 2001 - Issue 1
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Original Articles

ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS

Jean Diebolt
&
Jacques Zuber Department of Mathematics and Statistics, La Trobe University, Bundoora, VIC, 3083, AustraliaCorrespondence[email protected]
Pages 195-216 | Received 01 Jul 2000, Published online: 17 Aug 2006

Citations (9)

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Read on this site (3)

S. Huet & E. Kuhn. (2015) Goodness-of-fit test for Gaussian regression with block correlated errors. Statistics 49:2, pages 239-266.
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Michel Harel & Echarif Elharfaoui. (2012) The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular. Statistics 46:2, pages 231-247.
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Norman R. Draper. (2002) APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001. Communications in Statistics - Theory and Methods 31:11, pages 2051-2075.
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Articles from other publishers (6)

Joseph Ngatchou-Wandji, Madan L. Puri, Michel Harel & Echarif Elharfaoui. (2018) Testing nonstationary and absolutely regular nonlinear time series models. Statistical Inference for Stochastic Processes 22:3, pages 557-593.
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Wenceslao González-Manteiga & Rosa M. Crujeiras. (2013) An updated review of Goodness-of-Fit tests for regression models. TEST 22:3, pages 361-411.
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Naâmane Laïb, Mohamed Lemdani & Elias Ould Saïd. (2013) A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties. Statistics & Risk Modeling 30:1, pages 75-104.
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Ricardo Cao & Salvador Naya. (2009) Nonlinear regression checking via local polynomial smoothing with applications to thermogravimetric analysis. Journal of Chemometrics 23:6, pages 275-282.
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Tadeusz Inglot & Teresa Ledwina. (2006) Intermediate efficiency of some max-type statistics. Journal of Statistical Planning and Inference 136:9, pages 2918-2935.
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Gilles R. Ducharme & Bénédicte Fontez. (2004) A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models. Biometrics 60:4, pages 977-986.
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