Alcalá, J. T.; Cristóbal, J. A.; González-Manteiga, W. - In: Statistics & Probability Letters 42 (1999) 1, pp. 39-46
We test if a regression function belongs to a class of parametric models by measuring the discrepancy between a parametric fit and a local polynomial regression. The proposed test is a weighted L2-norm of a smoothed function based on the parametric residuals.
