Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Martingale transforms goodness-of-fit tests in regression models   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 the second pertains to fitting a parametric regression
model when the error distribution is unknown. For the first problem the paper
contains tests based on a certain martingale type transform of residual
empirical processes. The advantage of this transform is that the corresponding
tests are asymptotically distribution free. For the second problem the proposed
asymptotically distribution free tests are based on innovation martingale
transforms. A Monte Carlo study shows that the simulated level of the proposed
tests is close to the asymptotic level for moderate sample sizes.

26
The categories of this paper are: bayes-an
23
The categories of this paper are: solv-int
33
The categories of this paper are: plasm-ph
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
9
The categories of this paper are: nlin
11
The categories of this paper are: hep-lat
28
The categories of this paper are: alg-geom
20
The categories of this paper are: acc-phys
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci
29
The categories of this paper are: funct-an
10
The categories of this paper are: q-bio
14
The categories of this paper are: math-ph
19
The categories of this paper are: eess