Authors: | Bissantz, Nicolai Dette, Holger Proksch, Katharina |
Title: | Model checks in inverse regression models with convolution-type operators |
Language (ISO): | en |
Abstract: | We consider the problem of testing parametric assumptions in an inverse regression model with a convolution-type operator. An L^2-type goodness-of-fit test is proposed which compares the distance between a parametric and a nonparametric estimate of the regression function. Asymptotic normality of the corresponding test statistic is shown under the null hypothesis and under a general nonparametric alternative with different rates of convergence in both cases. The feasibility of the proposed test is demonstrated by means of a small simulation study. In particular, the power of the test against certain types of alternative is investigated. |
Subject Headings: | goodness-of-fit test imit theorems for quadratic forms model selection nverse problems |
URI: | http://hdl.handle.net/2003/26501 http://dx.doi.org/10.17877/DE290R-751 |
Issue Date: | 2009-10-16 |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
This item is protected by original copyright |
This item is protected by original copyright
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