Model specification tests in nonparametric stochastic regression models (Q1861390): Difference between revisions

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+Asymptotic integrated mean square error using least squares and bias minimizing splines
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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+Testing for additivity of a regression function
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+Normal rank
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+Consistency of a nonparametric estimate of a density function for dependent variables
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+Q3798033
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+Normal rank
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+Pointwise convergence of double trigonometric series
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+Additivity tests for nonlinear autoregression
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+Normal rank
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+Moment bounds for mixing random variables useful in nonparametric function estimation
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+A central limit theorem for generalized quadratic forms
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+Q4273944
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+Normal rank
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+Mixing: Properties and examples
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+Testing goodness-of-fit in regression via order selection criteria
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+Testing for additivity in nonparametric regression
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+Estimation in partially linear models.
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+Q4132958
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+Normal rank
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+Design-adaptive Nonparametric Regression
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+Q3125064
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+Normal rank
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+Direct estimation of low-dimensional components in additive models.
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+Goodness-of-Fit Tests for Parametric Regression Models
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+Efficient estimation of conditional variance functions in stochastic regression
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
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+Semiparametric Regression Smoothing of Non-linear Time Series
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+Semiparametric regression under long-range dependent errors.
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+Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
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+Statistical inference in single-index and partially nonlinear models
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+Q4365900
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+Normal rank
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+Adaptive estimation in partially linear autoregressive models
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+Testing additivity in generalized nonparametric regression models with estimated parameters
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Asymptotically optimal difference-based estimation of variance in nonparametric regression
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+Testing a Regression Model When We Have Smooth Alternatives in Mind
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+Q4516961
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+Normal rank
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+Comparing nonparametric versus parametric regression fits
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+KERNEL REGRESSION SMOOTHING OF TIME SERIES
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+Nonparametric smoothing and lack-of-fit tests
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+Q3998409
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+Normal rank
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+Nonparametric tests of linearity for time series
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+Linearity testing using local polynomial approximation
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Q3993061
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+NONPARAMETRIC SIGNIFICANCE TESTING
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+Consistent model specification tests for time series econometric models
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+Q4225475
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+Convergence of stochastic processes
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+Root-N-Consistent Semiparametric Regression
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+Normal rank
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+Moment inequalities for mixing sequences of random variables
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+Q3823646
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+Additive regression and other nonparametric models
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+Q4307738
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+Nonparametric Identification of Nonlinear Time Series: Projections
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+Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
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+Q3999154
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+A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
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+Q4839357
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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