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- W2968485655 abstract "We propose a goodness-of-fit test for the distribution of errors from a multivariate indirect regression model, which we assume belongs to a location-scale family under the null hypothesis. The test statistic is based on the Khmaladze transformation of the empirical process of standardized residuals. This goodness-of-fit test is consistent at the root-$n$ rate of convergence, and the test can maintain power against local alternatives converging to the null at a root-$n$ rate." @default.
- W2968485655 created "2019-08-22" @default.
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- W2968485655 date "2019-01-01" @default.
- W2968485655 modified "2023-09-26" @default.
- W2968485655 title "Goodness-of-fit testing the error distribution in multivariate indirect regression" @default.
- W2968485655 doi "https://doi.org/10.1214/19-ejs1591" @default.
- W2968485655 hasPublicationYear "2019" @default.
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