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Goodness of Fit in Nonparametric Regression Modelling

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Abstract

When the nonparametric methodology is used for the model fitting based on regression technique, then how to judge the goodness of fit of the model is an issue that is addressed in the paper. A goodness of fit statistic is proposed, and its statistical properties in terms of its asymptotic distribution are derived and studied.

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Acknowledgements

The authors gratefully acknowledge the support from the MATRICS Project from the Science and Engineering Research Board (SERB), Department of Science and Technology, Government of India (Grant No. MTR/2019/000033).

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur, 208016, India

    Shalabh & Subhra Sankar Dhar

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  1. Shalabh
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  2. Subhra Sankar Dhar
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Correspondence to Shalabh.

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This article is part of the topical collection “Celebrating the Centenary of Professor C. R. Rao” guest edited by Ravi Khattree, Sreenivasa Rao Jammalamadaka, and M. B. Rao.

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Shalabh, Dhar, S.S. Goodness of Fit in Nonparametric Regression Modelling. J Stat Theory Pract 15, 18 (2021). https://doi.org/10.1007/s42519-020-00148-x

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