An updated review of Goodness-of-Fit tests for regression models
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...These results build on many papers in the goodness-of-fit literature – see, e.g., Bierens (1982), Bierens and Ploberger (1997), Stute (1997), and Escanciano (2006b, 2008); for a recent overview, see González-Manteiga and Crujeiras (2013)....
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"An updated review of Goodness-of-Fi..." refers methods in this paper
...The model in H0PH is the well-known Cox regression model, introduced by Cox (1972)....
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"An updated review of Goodness-of-Fi..." refers methods in this paper
...Under these circumstances, calibration can be done by means of resampling procedures, such as bootstrap (see Efron 1979)....
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"An updated review of Goodness-of-Fi..." refers background or methods in this paper
...The test statistic for a density can be written as Tn = T (fnh, f̂θ ), or more exactly as Tn = T ( fnh,Êθ (fnh) ) ≡ T (α̃n) (2) where fnh(x) = n−1 ∑ni=1 Kh(x −Xi) is the kernel density estimator (see Rosenblatt 1956 and Parzen 1962), with K a kernel density function and h the smoothing parameter or bandwidth....
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...Based on model (35), Paparoditis (2000) proposed a GoF for a parametric model for the spectral density, following the ideas in Bickel and Rosenblatt (1973)....
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...This alternative route for GoF is related to the seminal paper by Bickel and Rosenblatt (1973), whose ideas were extended to the p-dimensional setting in the 1990s....
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...…for a density can be written as Tn = T (fnh, f̂θ ), or more exactly as Tn = T ( fnh,Êθ (fnh) ) ≡ T (α̃n) (2) where fnh(x) = n−1 ∑ni=1 Kh(x −Xi) is the kernel density estimator (see Rosenblatt 1956 and Parzen 1962), with K a kernel density function and h the smoothing parameter or bandwidth....
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...Tests for marginal density functions have been also studied by Gao and King (2004) and Hong and Li (2005), involving kernel estimators, as well as Arapis and Gao (2006) and the Bickel and Rosenblatt test was adapted by Lee (2006) for diffusion processes....
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