Pages that link to "Item:Q1359416"
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The following pages link to Nonparametric model checks for regression (Q1359416):
Displayed 50 items.
- 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)
- (Q5004056) (← links)
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
- THE CHOICE OF A REGRESSION MODEL OF THE BODY WEIGHT ON THE HEIGHT VIA AN EMPIRICAL BRIDGE (Q5042824) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction (Q5089463) (← links)
- The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework (Q5134474) (← links)
- Model checks for nonparametric regression with missing data: a comparative study (Q5221524) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- Goodness-of-fit test for Gaussian regression with block correlated errors (Q5263978) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study (Q5424979) (← links)
- Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study (Q5442631) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- Uniform Representation of Product‐Limit Integrals with Applications (Q5467709) (← links)
- Understanding past ocean circulations: a nonparametric regression case study (Q5476221) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- A consistent test of independence and goodness-of-fit in linear regression models (Q5867438) (← links)
- A permutation approach to goodness-of-fit testing in regression models (Q5880775) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)