Pages that link to "Item:Q1359416"
From MaRDI portal
The following pages link to Nonparametric model checks for regression (Q1359416):
Displayed 50 items.
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- Model checks for parametric regression models (Q1944371) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Comparison of non-parametric regression functions through their cumulatives (Q1962117) (← links)
- Goodness-of-fit test for linear models based on local polynomials (Q1962146) (← links)
- Goodness-of-fit tests for nonlinear heteroscedastic regression models (Q1962149) (← links)
- Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Projection-based consistent test for linear regression model with missing response and covariates (Q2025239) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
- Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
- A review of goodness-of-fit tests for models involving functional data (Q2087099) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- Bootstrap based goodness-of-fit tests for binary multivariate regression models (Q2126039) (← links)
- Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
- Generalized empirical likelihood for nonsmooth estimating equations with missing data (Q2140848) (← links)
- A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← links)
- Estimation and hypothesis test for partial linear single-index multiplicative models (Q2183764) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Testing for lack-of-fit in functional regression models against general alternatives (Q2189112) (← links)
- Goodness-of-fit tests for censored regression based on artificial data points (Q2195754) (← links)
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
- A goodness-of-fit test for zero-inflated Poisson mixed effects models in tree abundance studies (Q2291326) (← links)
- Model checks for functional linear regression models based on projected empirical processes (Q2291339) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- A scalable nonparametric specification testing for massive data (Q2317283) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- A significance test for covariates in nonparametric regression (Q2340873) (← links)
- Testing regression models with selection-biased data (Q2351692) (← links)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular (Q2427232) (← links)
- A nonparametric comparison of conditional distributions with nonnegligible cure fractions (Q2432625) (← links)
- Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction (Q2452106) (← 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)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)