Minimum distance regression model checking

By Hira L. Koul, P. Ni. 2004

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Parameter estimation of ODE’s via nonparametric estimators (2007, methodology): “For instance, it has been used for density estimation with Hellinger distance [2], or for regression with L(2) distance in the framework of regression model checking [24].”
Model checking for parametric single‐index models: a dimension reduction model‐adaptive approach (2016, methodology): “To avoid model misspecification, Kumbhakar et al. (2007) developed semiparametric regression models (see also Simar et al.”
Model Checks Using Residual Marked Empirical Processes (2004, background): “…(1996), Stute (1997), Stute, Thies and Zhu (1998), Li and Wang (1998), Fan and Huang (2001), Horowitz and Spokoiny (2001), Li, Hsiao and Zinn (2003), Zhu (2003), Zhu and Ng (2003), Khmaladze and Koul (2004), Koul and Ni (2004), Escanciano (2006) and Guerre and Lavergne (2005), to mention a few.”
Martingale transforms goodness-of-fit tests in regression models (2004, background): “…for H̃0: see, for example, Cox, Koh, Wahba and Yandell (1988), Eubank and Hart (1992, 1993), Eubank and Spiegelman (1990), Härdle and Mammen (1993), Koul and Ni (2004), An and Cheng (1991), Stute (1997), Stute, González Manteiga and Presedo Quindimil (1998), Stute, Thies and Zhu (1998) and…”
An updated review of Goodness-of-Fit tests for regression models (2013, methodology): “which extends the test in Koul and Ni (2004), and for h̃ = h, the test in Härdle and Mammen (1993).”