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

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scientific article

Language	Label	Description	Also known as
English	Model specification tests in nonparametric stochastic regression models	scientific article

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scholarly article

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Model specification tests in nonparametric stochastic regression models (English)

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Rodney Carl Wolff

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Journal of Multivariate Analysis

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publication date

16 March 2003

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zbMATH Keywords

additivity

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dependent processes

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model determination

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nonlinear time series

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semiparametric autoregression

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1006/jmva.2001.2058

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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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Consistency of a nonparametric estimate of a density function for dependent variables

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Pointwise convergence of double trigonometric series

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Additivity tests for nonlinear autoregression

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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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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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Design-adaptive Nonparametric Regression

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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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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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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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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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NONPARAMETRIC SIGNIFICANCE TESTING

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Consistent model specification tests for time series econometric models

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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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Moment inequalities for mixing sequences of random variables

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Additive regression and other nonparametric models

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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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A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS

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Limiting behavior of U-statistics for stationary, absolutely regular processes

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1006/JMVA.2001.2058

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Sitelinks

Mathematics(1 entry)

mardi Publication:1861390

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