Pages that link to "Item:Q1607972"
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The following pages link to Weighted empirical processes in dynamic nonlinear models. (Q1607972):
Displaying 50 items.
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- Estimation in linear regression with Laplace measurement error using Tweedie-type formula (Q2320631) (← links)
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs (Q2329855) (← links)
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)
- Asymptotic properties of hazard rate estimator in censored linear regression (Q2364048) (← links)
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape (Q2373578) (← links)
- Minimum distance estimation in normed linear spaces with Donsker-classes (Q2437895) (← links)
- Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
- Rank tests and regression rank score tests in measurement error models (Q2445764) (← links)
- Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Estimating the error distribution in multivariate heteroscedastic time-series models (Q2475776) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)
- Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
- Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704) (← links)
- Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
- A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180) (← links)
- Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation (Q2567188) (← links)
- Asymptotics of M-estimators in two-phase linear regression models. (Q2574536) (← links)
- On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
- Semiparametric inference for the proportional odds model with time-dependent covariates (Q2581884) (← links)
- Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
- Limit theorems for sums of heavy-tailed variables with random dependent weights (Q2642484) (← links)
- Ridge Autoregression Estimation: LS Method (Q2794798) (← links)
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
- Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors (Q2863098) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- (Q3008337) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- The empirical process of autoregressive residuals (Q3161682) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (Q3429888) (← links)
- Rank tests in regression model based on minimum distance estimates (Q3466284) (← links)
- A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
- Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)
- Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)
- Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)