Testing the adequacy of regression functions. (English) Zbl 0892.62049
Summary: Adapting the method of principal Hessian directions as recently proposed by K. C. Li [J. Am. Stat. Assoc. 87, No. 420, 1025-1039 (1992; Zbl 0765.62003)], we present a test for aiding an assessment of the adequacy of a regression function.