Pages that link to "Item:Q1078900"

The following pages link to A central limit theorem for generalized quadratic forms (Q1078900):

Displaying 50 items.

• Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
• A note on the integrated squared error of a kernel density estimator in non-smooth cases (Q1373968) (← links)
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
• Testing conditional moment restrictions (Q1430924) (← links)
• A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
• A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
• On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• On Moran's \(I\) coefficient under heterogeneity (Q1659484) (← links)
• The fourth moment theorem on the Poisson space (Q1660622) (← links)
• Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
• Additive partially linear models for massive heterogeneous data (Q1722060) (← links)
• Adaptive testing for the partially linear single-index model with error-prone linear covariates (Q1731365) (← links)
• Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs (Q1731884) (← links)
• Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
• The Gamma Stein equation and noncentral de Jong theorems (Q1750087) (← links)
• Semiparametric density estimation under a two-sample density ratio model (Q1763104) (← links)
• Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
• The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm (Q1826201) (← links)
• Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
• Nonparametric analysis of covariance. (Q1848910) (← links)
• Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
• Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
• NN goodness-of-fit tests for linear models (Q1918461) (← links)
• REML estimation: Asymptotic behavior and related topics (Q1922406) (← links)
• Testing for the parametric parts in a single-index varying-coefficient model (Q1934455) (← links)
• Goodness-of-fit test for linear models based on local polynomials (Q1962146) (← links)
• Asymptotic normality of a combined regression estimator (Q1969079) (← links)
• On a nonparametric test for linear relationships (Q1970822) (← links)
• Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
• Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
• Stein's method of exchangeable pairs in multivariate functional approximations (Q2042859) (← links)
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
• Edwards-Wilkinson fluctuations for the directed polymer in the full \(L^2\)-regime for dimensions \(d\ge 3\) (Q2078011) (← links)
• Testing equality of spectral density operators for functional processes (Q2078561) (← links)
• Adaptive structure inferences on partially linear error-in-function models with error-prone covariates (Q2131894) (← links)
• Gaussian limits for subcritical chaos (Q2149934) (← links)
• Berry-Esseen bounds for functionals of independent random variables (Q2149935) (← links)
• Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions (Q2154623) (← links)
• Penalized nonparametric likelihood-based inference for current status data model (Q2154944) (← links)
• A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
• A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
• Total variation distance between stochastic polynomials and invariance principles (Q2189458) (← links)
• Testing for the significance of functional covariates (Q2196131) (← links)
• Nonparametric distributed learning under general designs (Q2199703) (← links)
• Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing (Q2214252) (← links)
• Identifying shifts between two regression curves (Q2230873) (← links)
• Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach (Q2244352) (← links)
• Statistical inference for the index parameter in single-index models (Q2267599) (← links)
• Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)