Pages that link to "Item:Q1359416"
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The following pages link to Nonparametric model checks for regression (Q1359416):
Displayed 50 items.
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Estimation of regression contour clusters -- an application of the excess mass approach to regression (Q2485989) (← links)
- Goodness-of-fit testing in interval censoring case 1 (Q2494677) (← links)
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV (Q2512596) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Lack-of-fit Tests Based On Partial Sums of Residuals (Q2792281) (← links)
- Testing Linear Regression Models in Non Regular Case (Q2797829) (← links)
- APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS (Q2810372) (← links)
- Testing Monotonicity of Regression Functions - An Empirical Process Approach (Q2852621) (← links)
- Efficiently estimating the error distribution in nonparametric regression with responses missing at random (Q2863042) (← links)
- The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Testing the linearity in partially linear models (Q3021178) (← links)
- Diagnostic Measures for Generalized Linear Models with Missing Covariates (Q3077766) (← links)
- Model-Checking Techniques Based on Cumulative Residuals (Q3078896) (← links)
- The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data (Q3083792) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- A linear approximation to the wild bootstrap in specification testing (Q3297940) (← links)
- A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models (Q3445340) (← links)
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models (Q3523675) (← links)
- Tests and Diagnostic Plots for Detecting Lack‐of‐Fit for Circular‐Linear Regression Models (Q3530114) (← links)
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- A goodness-of-fit test for a varying-coefficients model in longitudinal studies (Q3627955) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- On Asymptotic Minimaxity of Kernel-based Tests (Q4405595) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- Hedonic price index estimation under mean‐independence of time dummies from quality characteristics (Q4439296) (← links)
- Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms (Q4455914) (← links)
- Model Checks for Generalized Linear Models (Q4455915) (← links)
- Some Methodological Aspects of Validation of Models in Nonparametric Regression (Q4469582) (← links)
- Goodness of fit test for isotonic regression (Q4534846) (← links)
- Nonparametric model checks in censored regression (Q4541738) (← links)
- Testing conditional independence via integrating-up transform (Q4579981) (← links)
- Semi-parametric Random Censorship Models (Q4609011) (← links)
- On the Asymptotic Efficiency of Directional Models Checks for Regression (Q4609013) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models (Q4609016) (← links)
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS (Q4787590) (← links)
- Average squared residuals approach for testing linear hypotheses in nonparametric regression (Q4819548) (← links)
- Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)