Browsing Faculty of Natural and Agricultural Sciences by Subject "Nonparametric regression"
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Independence tests in semiparametric transformation models
(SASA, 2018)Consider an observed response Y which, following a certain transformation Yϑ by := Tϑ (Y ), can be expressed by a homoskedastic nonparametric regression model reference a vector X of regressors. If this transformation model ... -
Testing the adequacy of semiparametric transformation models
(Springer, 2018)We consider a semiparametric model whereby the response variable following a transformation can be expressed by means of a regression model. In this model, the form of the transformation is specified analytically (up to ... -
Tests for validity of the semiparametric heteroskedastic transformation model
(Elsevier, 2020)There exist a number of tests for assessing the nonparametric heteroskedastic location-scale assumption. The goodness-of-fit tests considered are for the more general hypothesis of the validity of this model under a ...