scientific article
From MaRDI portal
zbMath1186.62029MaRDI QIDQ3552466
Marie Hušková, Simos G. Meintanis
Publication date: 22 April 2010
Full work available at URL: https://eudml.org/doc/37688
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
Related Items
Multiplier bootstrap methods for conditional distributions, Computationally efficient approximations for independence tests in non-parametric regression, An updated review of goodness-of-fit tests for regression models, Comments on: ``An updated review of goodness-of-fit tests for regression models, Rejoinder on: ``An updated review of goodness-of-fit tests for regression models, Tests for independence in non-parametric heteroscedastic regression models, A Review on Dimension-Reduction Based Tests For Regressions, Comments on: ``An updated review of goodness-of-fit tests for regression models, A model specification test for the variance function in nonparametric regression
Cites Work
- Unnamed Item
- Unnamed Item
- Tests for the error distribution in nonparametric possibly heteroscedastic regression models
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Asymptotic theory of nonlinear least squares estimation
- A consistent modification of a test for independence based on the empirical characteristic function
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- Testing for affine equivalence of elliptically symmetric distributions.
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Consistent bootstrap tests of parametric regression functions
- Change point analysis based on empirical characteristic functions
- A multivariate empirical characteristic function test of independence with normal marginals
- A bootstrap version of the residual-based smooth empirical distribution function
- Bootstrap Approximations in Model Checks for Regression
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Goodness-of-Fit Tests for Parametric Regression Models
- Testing goodness-of-fit in logistic case-control studies
- Permutation tests for homogeneity based on the empirical characteristic function
- Maximum Likelihood Estimation of Misspecified Models
