Pages that link to "Item:Q1078900"

The following pages link to A central limit theorem for generalized quadratic forms (Q1078900):

Displaying 50 items.

• A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
• A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
• Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence (Q135481) (← links)
• Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
• Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
• Local rank tests in a multivariate nonparametric relationship (Q290946) (← links)
• Goodness-of-fit tests for conditional models under censoring and truncation (Q291111) (← links)
• Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences (Q297455) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• Classical and free fourth moment theorems: universality and thresholds (Q300295) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• Asymptotic normality of quadratic estimators (Q335648) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
• Testing for symmetries in multivariate inverse problems (Q432325) (← links)
• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Functional coefficient regression models with time trend (Q528015) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Statistical inferences for partially linear single-index models with error-prone linear covariates (Q607211) (← links)
• Statistical inference in partially time-varying coefficient models (Q607224) (← links)
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• The two-dimensional KPZ equation in the entire subcritical regime (Q784161) (← links)
• Functional limit theorems for random quadratic forms (Q804076) (← links)
• Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
• Estimation of a quadratic regression functional using the sinc kernel (Q866614) (← links)
• Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
• Tests for nonparametric parts on partially linear single index models (Q885563) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• A central limit theorem for generalized multilinear forms (Q921705) (← links)
• A new method of normal approximation (Q941307) (← links)
• An \(L_2\)-test for comparing spatial spectral densities (Q951215) (← links)
• Some maximal inequalities for quadratic forms of negative superadditive dependence random variables (Q962015) (← links)
• On nonparametric comparison of images and regression surfaces (Q984648) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• Central limit theorems for double Poisson integrals (Q1002551) (← links)
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables (Q1020117) (← links)
• A bootstrap approach to model checking for linear models under length-biased data (Q1029643) (← links)
• Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
• Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation (Q1299384) (← links)
• Linearity testing using local polynomial approximation (Q1299548) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• Testing a linear regression model against nonparametric alternatives (Q1312218) (← links)
• Weak invariance principles for weighted \(U\)-statistics (Q1314313) (← links)
• Testing goodness of fit of polynomial models via spline smoothing techniques (Q1324591) (← links)
• Functional central limit theorem for random multilinear forms (Q1324851) (← links)
• Testing for no effect in nonparametric regression via spline smoothing techniques (Q1336522) (← links)
• Functional limit theorems for random multilinear forms (Q1338768) (← links)