Song, Weixing; Yao, Weixin - In: Statistics & Probability Letters 81 (2011) 12, pp. 1792-1801
The problem of fitting a parametric model in Tobit errors-in-variables regression models is discussed in this paper. The proposed test is based on the supremum of the Khmaladze type transformation of a certain partial sum process of calibrated residuals. This framework covers the usual...