Abstract
In this paper, we propose two bootstrap-based model checking tests for a parametric linear model when data are affected by length-bias. These tests are based on the measure of the discrepancy between nonparametric and parametric estimators for the regression function when the data are drawn under a length-biased mechanism. We consider two different discrepancy measures: the supremum and the integral of the quadratic difference between the parametric and nonparametric estimators.
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Ojeda, J.L., Cristóbal, J.A. & Alcalá, J.T. A bootstrap approach to model checking for linear models under length-biased data. Ann Inst Stat Math 60, 519–543 (2008). https://doi.org/10.1007/s10463-006-0111-3
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DOI: https://doi.org/10.1007/s10463-006-0111-3