A note on the goodness-of-fit test in general regression model

Rok, strany: 1996, 203 - 207

The paper considers a model of multidimensional general regression and discusses an asymptotic behaviour of the empirical distribution function based on residuals. The empirical distribution function is shown to be a consistent estimator of the error distribution function. Moreover, the rate of consistency is either $n^½$ or it coincides with the rate of the used estimator of the regression function, if that one is slower than $n^½$. This can be used as a basis for deriving a goodness-of-fit test.

ISO 690:

Lachout, P. 1996. A note on the goodness-of-fit test in general regression model. In Tatra Mountains Mathematical Publications, vol. 7, no.1, pp. 203-207. 1210-3195.

APA:

Lachout, P. (1996). A note on the goodness-of-fit test in general regression model. Tatra Mountains Mathematical Publications, 7(1), 203-207. 1210-3195.