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Chapter
An Analog of the Bickel–Rosenblatt Test for Error Density in the Linear Regression Model
This paper addresses the problem of testing the goodness-of-fit hypothesis pertaining to error density in multiple linear regression models with non-random and random predictors. The proposed tests are based o...
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Article
An analog of Bickel–Rosenblatt test for fitting an error density in the two phase linear regression model
This paper discusses a test of goodness-of-fit of a known error density in a two phase linear regression model in the case jump size at the phase transition point is fixed or tends to zero with the increasing ...
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Article
Asymptotic Properties of Hazard Rate Estimator in Censored Linear Regression
We consider nonparametric inference for error hazard rates in linear regression with right censored data. The estimator for hazard rate function is defined based on the kernel-smoothed estimator of error densi...
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Chapter and Conference Paper
Asymptotics of \(L_\lambda\) -Norms of ARCH(p) Innovation Density Estimators
In this paper we consider, under L \(_{\lambda}\) -norm, the global property for a residual-based kernel estimator of the innovation densit...
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Article
Global property of error density estimation in nonlinear autoregressive time series models
This paper considers estimation of the error density function in nonlinear autoregressive stationary time series regression model. The asymptotic distribution of the maximum of a suitably normalized deviation ...
