Suppose we have a location-scale regression model where the location is the conditional mean and the scale is the conditional standard deviation; the response is possibly right-censored, the covariate is fully observed, and the error is independent of the covariate. We propose new goodness-of-fit testing procedures for the conditional mean and variance based on an integrated regression function technique which uses artificial data points. We obtain the weak convergence of the resulting processes and study their finite sample behavior via simulations. Finally, we analyze a data set about unemployment in Galicia.

中文翻译：

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基于人工数据点的删失回归的拟合优度检验

假设我们有一个位置尺度回归模型，其中位置是条件均值，尺度是条件标准差；响应可能是右删失的，可以完全观察到协变量，并且误差与协变量无关。我们基于使用人工数据点的集成回归函数技术，为条件均值和方差提出了新的拟合优度检验程序。我们获得了所得过程的弱收敛性，并通过模拟研究了它们的有限样本行为。最后，我们分析了有关加利西亚失业的数据集。