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Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…
We consider the problem of testing a null hypothesis defined by equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order…
An important feature of linear mixed models and generalized linear mixed models is that the conditional mean of the response given the random effects, after transformed by a link function, is linearly related to the fixed covariate effects…
We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…
The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…
In lifetime data, like cancer studies, theremay be long term survivors, which lead to heavy censoring at the end of the follow-up period. Since a standard survival model is not appropriate to handle these data, a cure model is needed. In…
An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…
We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function and the empirical characteristic function based on…
Testing procedures for assessing a parametric regression model with circular response and $\mathbb{R}^d$-valued covariate are proposed and analyzed in this work both for independent and for spatially correlated data. The test statistics are…
This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…
We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…
In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…
We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…
We propose an empirical likelihood test that is able to test the goodness of fit of a class of parametric and semi-parametric multiresponse regression models. The class includes as special cases fully parametric models; semi-parametric…
This paper studies the impact of bootstrap procedure on the eigenvalue distributions of the sample covariance matrix under a high-dimensional factor structure. We provide asymptotic distributions for the top eigenvalues of bootstrapped…
This paper presents a goodness-of-fit test for parametric regression models with scalar response and directional predictor, that is, a vector on a sphere of arbitrary dimension. The testing procedure is based on the weighted squared…
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…