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We discuss the following two particular aspects of the paper of González-Manteiga and Crujeiras (<ExternalRef> <RefSource>10.1007/s11749-013-0327-5</RefSource> <RefTarget Address="10.1007/s11749-013-0327-5" TargetType="DOI"/> </ExternalRef>): First, what changes if the null hypothesis is non- or semiparametric? For example, Rodriguez-Poo et al. (A practical test for misspecification in regression:...</refsource></externalref>
Persistent link: https://www.econbiz.de/10010994273
Discussing the paper “Model-free model-fitting and predictive distributions” by Politis (<CitationRef CitationID="CR13">2013</CitationRef>), we propose to extend this procedure to semiparametric and parametric mixed effects models (MEM) as in practice, these are probably the most popular ones for prediction. Specifically, combining...</citationref>
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