This survey intends to collect the developments on Goodness-of-Fit for regression models
during the last 20 years, from the very first origins with the proposals based on the idea of …

Local smoothing testing based on multivariate non-parametric regression estimation is one
of the main model checking methodologies in the literature. However, the relevant tests …

Testing heteroscedasticity determines whether the regression model can predict the
dependent variable consistently across all values of the explanatory variables. Since the …

In this paper we consider the estimation of the error distribution in a heteroscedastic
nonparametric regression model with multivariate covariates. As estimator we consider the …

Curse of dimensionality is a big obstacle for constructing efficient goodness-of-fit tests for
regression models with large or moderate number of covariates. To alleviate this difficulty …

Oracally efficient estimation of autoregressive error distribution with simultaneous
confidence band Page 1 The Annals of Statistics 2014, Vol. 42, No. 2, 654–668 DOI …

Conditional efficiency captures efficiency of firms facing heterogeneous environmental
conditions. Traditional approaches estimate nonparametrically conditional distribution …

Consider the location-scale regression model Y= m (X)+ σ (X) ɛ, where the error ɛ is
independent of the covariate X, and m and σ are smooth but unknown functions. We …

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 …

Distribution continuity is established for extremes of Gaussian processes with bounded
sample paths and positive variance or continuous sample paths over compact domain, and …