Goodness-of-fit testing the error distribution in multivariate indirect regression
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit tests for the error distribution in nonparametric regression
Suppose the random vector (X,Y ) satisfies the regression model Y = m(X) + σ(X)ε, where m(·) = E(Y |·), σ2(·) = Var(Y |·) and ε is independent of X. The covariate X is d-dimensional (d ≥ 1), the response Y is one-dimensional, and m and σ are unknown but smooth functions. In this paper we study goodness-of-fit tests for the parametric form of the error distribution under this model, without assu...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1591