In this paper we describe some general methods for constructing goodness of fit tests in nonparametric regression models. Our main concern is the development of statisticial methodology for the assessment (validation) of specific parametric models M as they arise in various fields of...

Estimation of threshold parameters in (generalized) threshold regression models is typically performed by maximizing the corresponding profile likelihood function. Also, certain Bayesian techniques based on non-informative priors are developed and widely used. This article draws attention to...

We propose two test statistics for use in inverse regression problems Y = Kcedil; + , where K is a given matrix or operator which cannot be continuously inverted. Thus, only noisy, indirect observations Y for the function cedil; are available. The tests are designed for hypotheses of the form H0...