Pages that link to "Item:Q1317257"
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The following pages link to Comparing nonparametric versus parametric regression fits (Q1317257):
Displayed 50 items.
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- On likelihood ratio testing for penalized splines (Q1621252) (← links)
- Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) (← links)
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
- Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- Partial identification and inference in censored quantile regression (Q1668570) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
- A homoscedasticity test for the accelerated failure time model (Q1729360) (← links)
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (Q1731765) (← links)
- Consistent specification test for partially linear models with the k-nearest-neighbor method (Q1738428) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
- Validation of linear regression models (Q1807092) (← links)
- Direct estimation of low-dimensional components in additive models. (Q1807107) (← links)
- Asymptotic and bootstrap confidence bounds for the structural average of curves. (Q1807117) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Bayesian goodness-of-fit testing using infinite-dimensional exponential families (Q1807136) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers (Q1888853) (← links)
- Smoothing categorical data (Q1901752) (← links)
- NN goodness-of-fit tests for linear models (Q1918461) (← links)
- Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Testing the adequacy of varying coefficient models with missing responses at random (Q1938873) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Model checks for parametric regression models (Q1944371) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Goodness-of-fit test for linear models based on local polynomials (Q1962146) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- On a nonparametric test for linear relationships (Q1970822) (← links)
- Bootstrapping local polynomial estimators in likelihood-based models (Q1973316) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Nonlinear measurement errors models subject to partial linear additive distortion (Q1994028) (← links)
- Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)