A Review on Dimension-Reduction Based Tests For Regressions (Q4609015)

scientific article; zbMATH DE number 6854737

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English	A Review on Dimension-Reduction Based Tests For Regressions	scientific article; zbMATH DE number 6854737

Statements

instance of

scholarly article

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title

A Review on Dimension-Reduction Based Tests For Regressions (English)

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From Statistics to Mathematical Finance

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publication date

29 March 2018

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zbMATH Keywords

dimension-reduction

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regressions

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response

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predictors

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-50986-0_7

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cites work

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A Consistent Conditional Moment Test of Functional Form

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A lack-of-fit test for quantile regression models with high-dimensional covariates

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Significance testing in nonparametric regression based on the bootstrap.

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A consistent test for the functional form of a regression based on a difference of variance estimators

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A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression

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A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

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Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)

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Generalized likelihood ratio statistics and Wilks phenomenon

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Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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CONSISTENT MODEL SPECIFICATION TESTS

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On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models

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Testing for Differences Between Conditional Means in a Time Series Context

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An updated review of goodness-of-fit tests for regression models

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Rejoinder on: ``An updated review of goodness-of-fit tests for regression models''

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Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach

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Comparing nonparametric versus parametric regression fits

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Nonparametric smoothing and lack-of-fit tests

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Projection pursuit

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Q3552466

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Tests for the error distribution in nonparametric possibly heteroscedastic regression models

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Martingale Approach in the Theory of Goodness-of-Fit Tests

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Goodness-of-fit problem for errors in nonparametric regression: distribution free approach

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Minimum distance regression model checking

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Minimum distance regression model checking with Berkson measurement errors

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Nonparametric model checks for time series

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Q3378791

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An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models

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Nonparametric stochastic frontiers: a local maximum likelihood approach

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A significance test for covariates in nonparametric regression

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Breaking the curse of dimensionality in nonparametric testing

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NONPARAMETRIC SIGNIFICANCE TESTING

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A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

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Integrated conditional moment test for partially linear single index models incorporating dimension-reduction

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Enhancements of Non‐parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction

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A robust adaptive-to-model enhancement test for parametric single-index models

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Nonparametric comparison of regression functions

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Asymptotic normality of nearest neighbor regression function estimates

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Nonparametric model checks for regression

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NN goodness-of-fit tests for linear models

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Bootstrap based goodness-of-fit-tests

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Bootstrap Approximations in Model Checks for Regression

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Nonparametric model checks in censored regression

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Model checks of higher order time series

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Model checks for regression: an innovation process approach

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Model diagnosis for parametric regression in high-dimensional spaces

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Model Checks for Generalized Linear Models

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Nonparametric checks for single-index models

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A projection-based adaptive-to-model test for regressions

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Goodness-of-fit tests in parametric regression based on the estimation of the error distribution

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Consistently determining the number of factors in multivariate volatility modelling

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Model checking in regression via dimension reduction

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An Adaptive Estimation of Dimension Reduction Space

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Dimension-reduction type test for linearity of a stochastic regression model

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Identifiers

zbMATH Open document ID

1383.62130

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DOI

10.1007/978-3-319-50986-0_7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4609015