Pages that link to "Item:Q3920475"

The following pages link to Consequences and Detection of Misspecified Nonlinear Regression Models (Q3920475):

Displaying 50 items.

• Consistent model specification tests (Q91781) (← links)
• A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
• Detecting random-effects model misspecification via coarsened data (Q452664) (← links)
• On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Distribution-free test in Tobit mean regression model (Q538148) (← links)
• Consistent estimation of species abundance from a presence-absence map (Q553107) (← links)
• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
• Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
• Density estimation through convex combinations of densities: Approximation and estimation bounds (Q676599) (← links)
• Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
• Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
• Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
• Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
• Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
• Multilinear tensor regression for longitudinal relational data (Q902890) (← links)
• A Bayesian spatiotemporal model for reconstructing climate from multiple pollen records (Q902894) (← links)
• Linearity testing for fuzzy rule-based models (Q983052) (← links)
• Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
• Misspecified models with dependent observations (Q1050063) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• Linear least squares estimates and nonlinear means (Q1073491) (← links)
• A new method for estimating model parameters for multinomial data (Q1281703) (← links)
• Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) (← links)
• Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
• A predictive deviance criterion for selecting a generative model in semi-supervised classification (Q1800092) (← links)
• Semiparametric instrumental variable estimation of treatment response models. (Q1869857) (← links)
• Quantile estimation under possibly misspecified generalised linear model (Q1916218) (← links)
• Testing the functional constraints on parameters in regressions with variables of different frequency (Q1925719) (← links)
• Improved prediction in finite population sampling using convex combination of parametric and non-parametric models (Q1936431) (← links)
• Asymptotic normality of a combined regression estimator (Q1969079) (← links)
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
• Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence (Q2161783) (← links)
• Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
• Discussion of: ``Models as approximations'' (Q2194569) (← links)
• Identification and estimation of the SEIRD epidemic model for COVID-19 (Q2224900) (← links)
• Jackknife model averaging for expectile regressions in increasing dimension (Q2226835) (← links)
• Link misspecification in generalized linear mixed models with a random intercept for binary responses (Q2273181) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
• Model checking for parametric regressions with response missing at random (Q2352448) (← links)