The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
Activity Number:
|
274
|
Type:
|
Invited
|
Date/Time:
|
Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
|
Sponsor:
|
International Indian Statistical Association
|
Abstract - #300213 |
Title:
|
Goodness-of-Fit Test in Linear Errors-in-Variables Models
|
Author(s):
|
Weixing Song*+
|
Companies:
|
Kansas State University
|
Address:
|
, , ,
|
Keywords:
|
Lack-if-Fit Test ;
Bootstrap Approximation ;
L2 Distance
|
Abstract:
|
A class of Bickel-Rosenblatt type goodness-of-fit tests is proposed for fitting a parametric family to the regression error density function in linear errors-in-variables models. These tests are based on a class of L2 distances between a kernel density estimator of the residual and an estimator of its expectation under null hypothesis. The paper investigates asymptotic normality of the null distribution of the proposed test statistics. Asymptotic power of these tests under certain fixed and local alternatives is also considered, and an optimal test within the class is identified. A parametric bootstrap algorithm is proposed to implement the proposed test procedure when the sample size is small or moderate. A finite sample simulation study shows very desirable finite sample behavior of the proposed inference procedures.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.