Preliminaries; Contents; 1 Monte Carlo Tests; 2 Testing for Multivariate Distributions; 3 Asymptotics of Goodness of fit Tests for Symmetry; 4 A Test of Dimension Reduction Type for Regressions; 5 Checking the Adequacy of a Partially Linear Model; 6 Model Checking for Multivariate Regression Models; 7 Heteroscedasticity Tests for Regressions; 8 Checking the Adequacy of a Varying Coefficients Model; 9 On the Mean Residual Life Regression Model; 10 Homegeneity Testing for Covariance Matrices; References; Index
Summary
Monte Carlo approximation to the null distribution of the test provides a convenient means of testing model fit. This book proposes a Monte Carlo-based methodology to construct this type of approximation when the model is semistructured. It addresses both applied and theoretical aspects of nonparametric Monte Carlo tests
Bibliography
Includes bibliographical references (pages 169-177) and index
