• 제목/요약/키워드: Hardle and Mammen test

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On the Goodness-of-fit Test in Regression Using the Difference Between Nonparametric and Parametric Fits

  • Hong, Chang-Kon;Joo, Jae-Seon
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.1-14
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    • 2001
  • This paper discusses choosing the weight function of the Hardle and Mammen statistic in nonparametric goodness-of-fit test for regression curve. For this purpose, we modify the Hardle and Mammen statistic and derive its asymptotic distribution. Some results on the test statistic from the wild bootstrapped sample are also obtained. Through Monte Carlo experiment, we check the validity of these results. Finally, we study the powers of the test and compare with those of the Hardle and Mammen test through the simulation.

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