Asymptotic Statistics pp 425-434 | Cite as
Diagnostics of Regression Model: Test of Goodness of Fit
Conference paper
Abstract
A test statistic for goodness of fit of the M-estimates of the linear regression model is proposed and its asymptotic behaviour is described. Numerical study on real data is included.
Key words
Diagnostic of residuals weighted Hellinger distance asymptotic normality numerical studyAMS classification
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