64 citations · 169 across the 5 of their papers we have counts for
6 papers · 1 filter
The transfer principle: A tool for complete case analysis
Hira L. Koul, Ursula U. Müller, Anton Schick
This paper gives a general method for deriving limiting distributions of complete case statistics for missing data models from corresponding results for the model where all data ar…
Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach
Estate V. Khmaladze, Hira L. Koul
This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests ar…
Minimum distance regression model checking with Berkson measurement errors
Hira L. Koul, Weixing Song
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on m…
Asymptotic inference in some heteroscedastic regression models with long memory design and errors
Hongwen Guo, Hira L. Koul
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric h…
Fitting an error distribution in some heteroscedastic time series models
Hira L. Koul, Shiqing Ling
This paper addresses the problem of fitting a known distribution to the innovation distribution in a class of stationary and ergodic time series models. The asymptotic null distrib…
Martingale transforms goodness-of-fit tests in regression models
Estate V. Khmaladze, Hira L. Koul
This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while th…