Chown, JustinBissantz, NicolaiDette, Holger2018-12-142018-12-142018http://hdl.handle.net/2003/3783510.17877/DE290R-19830We propose a goodness-of-fit test for the distribution of errors from a multivariate indirect regression model. 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.enDiscussion Paper / SFB823;34/2018hypothesis testingregularizationmultivariate regressioninverse problemsindirect regression estimator310330620working paper