E-viri
Recenzirano
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Meilán-Vila, Andrea; Opsomer, Jean D.; Francisco-Fernández, Mario; Crujeiras, Rosa M.
Test (Madrid, Spain), 09/2020, Letnik: 29, Številka: 3Journal Article
The problem of assessing a parametric regression model in the presence of spatial correlation is addressed in this work. For that purpose, a goodness-of-fit test based on a L 2 -distance comparing a parametric and nonparametric regression estimators is proposed. Asymptotic properties of the test statistic, both under the null hypothesis and under local alternatives, are derived. Additionally, a bootstrap procedure is designed to calibrate the test in practice. Finite sample performance of the test is analyzed through a simulation study, and its applicability is illustrated using a real data example.
