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.
- Semiparametric estimates and tests of base-independent equivalence scales (Q1305676) (← links)
- Nonparametric comparison of several regression functions: Exact and asymptotic theory (Q1307102) (← links)
- Testing a linear regression model against nonparametric alternatives (Q1312218) (← links)
- Testing goodness of fit of polynomial models via spline smoothing techniques (Q1324591) (← links)
- Testing for no effect in nonparametric regression via spline smoothing techniques (Q1336522) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- Adaptive hypothesis testing using wavelets (Q1354447) (← links)
- Semiparametric single index versus fixed link function modelling (Q1355177) (← links)
- Nonparametric model checks for regression (Q1359416) (← links)
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances (Q1391993) (← links)
- Adaptive tests of linear hypotheses by model selection (Q1394764) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- A power comparison between nonparametric regression tests. (Q1427716) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- A note on the nonparametric least-squares test for checking a polynomial relationship (Q1432870) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- Asymptotically minimax test for a composite null hypothesis in the density model (Q1608705) (← links)
- 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)