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Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
Author(s) -
NEUMEYER NATALIE
Publication year - 2009
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2008.00628.x
Subject(s) - mathematics , goodness of fit , residual , statistics , consistency (knowledge bases) , regression , parametric statistics , regression analysis , studentized residual , regression diagnostic , nonparametric regression , polynomial regression , variance function , variance (accounting) , econometrics , cross sectional regression , algorithm , geometry , accounting , business
. The aim of this paper is to prove the validity of smooth residual bootstrap versions of procedures that are based on the empirical process of residuals estimated from a non‐parametric regression model. From this result, consistency of various model tests in non‐parametric regression is deduced, such as goodness‐of‐fit tests for the regression and variance function, tests for equality of regression functions and tests concerning the error distribution.