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.
- 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)
- 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)
- Testing for no effect in nonparametric regression (Q2368335) (← links)
- On kernel method for sliced average variance estimation (Q2372139) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Data-driven rate-optimal specification testing in regression models (Q2388358) (← links)
- The empirical likelihood goodness-of-fit test for regression models (Q2454656) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- Testing the suitability of polynomial models in errors-in-variables problems (Q2473077) (← links)
- Structural tests in regression on functional variables (Q2476543) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Testing for superiority among two time series (Q2573250) (← links)
- Identification of non-varying coefficients in varying-coefficient models (Q2577654) (← links)
- A nonparametric test of fit of a parametric model (Q2638689) (← links)
- Testing the adequacy of a linear model<i>VIA</i>critical smoothing (Q2720220) (← links)
- Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion (Q2739983) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
- A nonparametric test of fit of a linear model (Q3135361) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models (Q3523675) (← links)
- Nonparametric Versus Parametric Goodness of Fit (Q3842722) (← links)
- (Q4212970) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- Simultaneous bootstrap confidence bands in nonparametric regression (Q4222534) (← links)
- A nonparametric test of the non-convexity of regression (Q4222535) (← links)
- Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- A consistent specification test of independence (Q4344666) (← links)