Libros:
Billingsley, P. (1968). Convergence of probability measures.
Wiley. Claeskens, G., Hjort, N.L. (2008). Model Selection and
Model Averaging. Cambridge University Press. Conover, W.J. (1980). Practical Nonparameric Statistics. Wiley. Efron, B. y Tibshirani, R.J. (1993). An Introduction to the
Bootstrap. Chapman and Hall. Härdle, W. (1990). Applied Nonparametric Regression. Cambridge
University Press. Härdle, W., Müller, M.; Sperlich, S. y Werwatz, A. (2004).
Nonparametric and Semiparametric Models. Springer. Hart, J. D. (1997). Nonparametric Smoothing and Lack-of-Fit Tests.
Springer- Verlag, New York. Huber-Carol, C., Balakrishnan, N., Nikulin, M.S. y Mesbah, M.,
editores (2002). Goodness-of-Fit Tests and Model Validity. Birkhäuser. Rohatgi, V.K. (1984). Statistical Inference. Wiley. Vélez Ibarrola, R., García Pérez, A. (1993). Principios de
Inferencia Estadística. UNED. Zhu, L.-X. (2005). Nonparametric Monte Carlo Tests and
Their Applications. Lecture Notes in Statistics, vol. 182. Springer. Artigos: Ahmad, I.A. y Li, Q. (1997). Testing symmetry of an unknown
density function by kernel method.
Journal of Nonparametric Statistics 7, 279-293. Bickel, P.J. y Rosenblatt, M. (1973). On some global measures of
the deviations of density function
estimates. The Annals of Statistics 1, 1071-1095. Bierens, H.J. (1990). A consistent conditional moment test of
functional form. Econometrica 58,
1443-1458. Bierens, H.J. y Ploberger, W. (1997). Asymptotic theory of
integrated conditional moment
tests. Econometrica 65, 1129-1152. Butler, C.C. (1969). A test for symmetry using the sample
distribution function. The Annals
of Mathematical Statistics 40, 2209-2210. Cao, R. y Lugosi, G. (2005). Goodness-of-fit tests based on the
kernel density estimator.
Scandinavian Journal of Statistics 32, 599-616. Csörgo, M. y Horváth, L. (1998). Invariance principles for
changepoint problems.
Journal of Multivariate Analysis 27, 151-168. Delgado, M.A. (1993). Testing the equality of nonparametric
regression curves. Statistics and Probability Letters 17, 199-204. Delgado, M.A. y González Manteiga, W. (2001). Significance testing
in nonparametric regression based
on the bootstrap. The Annals of Statistics 29, 1469-1507. Dette, H. (1999). A consistent test for the functional form of a
regression based on a difference
of variance estimators. The Annals of Statistics 27, 1012-1040. Dette, H. y Munk, A. (2003). Some methodological aspects of validation
of models in nonparametric regression. Statistica Neerlandica, 57 (2), 207-244. Fan, Y. (1994). Testing the goodness-of-fit of a parametric
density function by kernel method. Econometric Theory 10, 316-356. Fan, Y. y Li, Q. (2000). Consistent model specification tests:
kernel-based tests versus Bierens' ICM tests. Econometric Theory 16, 1016-1041. Gozalo, P. (1993). A consistent model specification test for
nonparametric estimation of regression function models. Econometric Theory 9,
451-477. González-Manteiga, W. y Crujeiras, R. M. (2013). Un updated review of goodness-of-fit tests for regression models. TEST, 22, 361-411. Härdle, W. y Mammen, E. (1993). Comparing nonparametric versus
parametric regression fits. The Annals o Statistics 21, 1926-1947. Horowitz, J. y Härdle, W. (1994). Testing a parametric model
against a semi- parametric alternative. Econometric Theory 10, 821-848. Li, Q. y Wang, S. (1998). A simple consistent bootstrap test for a
parametric regression function. Journal of Econometrics 87, 145-165. Miles, D. y Mora, J. (2003). On the performance of nonparametric
specification tests in regression models. Computational Statistics and Data
Analysis 42, 477- 490. Pettitt, A.N. (1979). A nonparametric approach to the change-point
problem. Journal of the Royal Statistical Society, Series C, 28, 126-135. Rothman, E.D. y Woodroofe, M. (1972). A Cramér von-Mises type
statistic for testing symmetry. The Annals of Mathematical Statistics, 43,
2035-2038. Shapiro, S.S., Wilk, M.B. y Chen, H.J. (1968). A comparative study
of various tests for normality. Journal of the American Statistical Association
63, 1343- 1372. Stute, W. (1997). Nonparametric model checks for regression. The
Annals of Statistics 25, 613-641. Stute, W., González Manteiga, W. y Presedo Quindimil, M. (1998).
Bootstrap approximations in model checks for regression. Journal o the American
Statistical Association 93, 141-149. f Zheng, J.X. (1996). A consistent test of functional form via
nonparametric estimation techniques. Journal of Econometrics 75, 263-289. |