Autor(en): | Bissantz, Nicolai Dette, Holger Proksch, Katharina |
Titel: | Model checks in inverse regression models with convolution-type operators |
Sprache (ISO): | en |
Zusammenfassung: | 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. |
Schlagwörter: | 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 |
Erscheinungsdatum: | 2009-10-16 |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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029.pdf | DNB | 350.07 kB | Adobe PDF | Öffnen/Anzeigen |
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