A note on variable selection in nonparametric regression with dependent data (Q1613076): Difference between revisions

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+Functional estimation for time series. I: Quadratic convergence properties
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+Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
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+Consistent model specification tests
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+A Consistent Conditional Moment Test of Functional Form
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+Nonparametric statistics for stochastic processes
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+A central limit theorem for generalized quadratic forms
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+A nonparametric test for the regression function: Asymptotic theory
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+Mixing: Properties and examples
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+Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+Nonparametric curve estimation from time series
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Comparing nonparametric versus parametric regression fits
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+Semiparametric single index versus fixed link function modelling
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+Nonparametric tests of linearity for time series
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Q4281429
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+Smoothing-based lack-of-fit tests: variations on a theme
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+A nonparametric test of fit of a parametric model
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+Nonparametric Selection of Regressors: The Nonnested Case
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+Q3999009
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+Asymptotic theory of weakly dependent stochastic processes
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+Diagnostics for Assessing Regression Models
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+NN goodness-of-fit tests for linear models
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+Nonparametric model checks for regression
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+Bootstrap Approximations in Model Checks for Regression
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