Nagel, Eva-Renate; Dette, Holger; Neumeyer, Natalie - Institut für Wirtschafts- und Sozialstatistik, … - 2004
In this paper we investigate several tests for the hypothesis of a parametric form of the error distribution in the common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that tests in this context are not asymptotically...
