Martingale transforms goodness-of-fit tests in regression models
Work
Year: 2004
Type: article
Abstract: This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while the second pertains to... more
Source: The Annals of Statistics
Authors Estáte V. Khmaladze, Hira L. Koul
Cites: 39
Cited by: 115
Related to: 10
FWCI: 3.359
Citation percentile (by year/subfield): 96.1
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: bronze