Goodness-of-fit testing for varying-coefficient models

Wang Li Xu, Lixing ZHU*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

12 Citations (Scopus)


We construct an empirical process-based test to examine the adequacy of varying-coefficient models. A Monte Carlo approach is applied to approximate the null distribution of the test. Due to the use of the Monte Carlo test procedure, beyond the desired features that are shared by the existing empirical process-based tests, our test is self-invariant, which overcomes the difficulty of estimating the variance of the test. Simulations are provided to illustrate our methodology.

Original languageEnglish
Pages (from-to)129-146
Number of pages18
Issue number2
Publication statusPublished - Sept 2008

Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

User-Defined Keywords

  • Empirical process
  • Re-sampling
  • Varying-coefficient model


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