Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775): Difference between revisions

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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+A Conditional Kolmogorov Test
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+A consistent test for conditional symmetry in time series models
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+Q4277836
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+Tailor-made tests for goodness of fit to semiparametric hypotheses
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+Asymptotic Theory of Integrated Conditional Moment Tests
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+Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Distribution-free specification tests of conditional models
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+ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS
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+Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
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+On distribution-free goodness-of-fit testing of exponentiality
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+Global power functions of goodness of fit tests.
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+Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives
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+Data-Driven Smooth Tests When the Hypothesis Is Composite
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+Martingale Approach in the Theory of Goodness-of-Fit Tests
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+An innovation approach to goodness-of-fit tests in \(R^ m\)
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+Goodness of fit problem and scanning innovation martingales
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+Martingale transforms goodness-of-fit tests in regression models.
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+Inference on the Quantile Regression Process
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+Nonparametric model checks for time series
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+Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models
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+Model checks under random censorship
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+Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods
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+Nonparametric model checks for regression
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+Model checks for regression: an innovation process approach
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+Model Checks for Generalized Linear Models
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+Weak convergence and empirical processes. With applications to statistics
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