A significance test for covariates in nonparametric regression (Q2340873): Difference between revisions

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+Goodness-of-fit tests for kernel regression with an application to option implied volatilities
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+Q3229718
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+Testing the equality of nonparametric regression curves
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+Significance testing in nonparametric regression based on the bootstrap.
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+Nonparametric analysis of covariance.
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+Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+Q3911791
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+Comparing nonparametric versus parametric regression fits
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+Q4839745
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+An equality test across nonparametric regressions
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+NONPARAMETRIC SIGNIFICANCE TESTING
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+Nonparametric comparison of regression curves: An empirical process approach
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+Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
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+Nonparametric estimation of regression functions with both categorical and continuous data
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+Nonparametric model checks for regression
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+Weak convergence and empirical processes. With applications to statistics
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+A local maximal inequality under uniform entropy
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+Significance testing in quantile regression
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