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Goodness-of-fit tests for the error distribution in nonparametric regression.

Cédric HeuchenneIngrid Van Keilegom
Published in: Comput. Stat. Data Anal. (2010)
Keyphrases
  • goodness of fit
  • null hypothesis
  • nonparametric regression
  • test statistic
  • chi square
  • cross entropy
  • kl divergence
  • error rate
  • pointwise
  • support vector
  • confidence intervals
  • logistic regression
  • error function