Pages that link to "Item:Q1019116"

The following pages link to Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116):

Displaying 45 items.

• Specification tests in nonparametric regression (Q291106) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q364175) (← links)
• Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
• Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
• Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
• Fractals with point impact in functional linear regression (Q988015) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Goodness-of-fit tests for parametric regression with selection biased data (Q1022019) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
• A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
• Pairwise distance-based tests for conditional symmetry (Q1796941) (← links)
• Empirical likelihood based testing for regression (Q1951764) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← 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 regression models with selection-biased data (Q2351692) (← links)
• Model checking for parametric regressions with response missing at random (Q2352448) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
• Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
• Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
• Testing Monotonicity of Regression Functions - An Empirical Process Approach (Q2852621) (← links)
• Scale Checks in Censored Regression (Q2911720) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
• (Q3552466) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
• Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
• Consistent model checking procedures for parametric regressions with missing response (Q5875213) (← links)
• Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
• Correct specification of design matrices in linear mixed effects models: tests with graphical representation (Q6169908) (← links)
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach (Q6169912) (← links)
• Model checking for parametric single-index models with massive datasets (Q6172090) (← links)
• Test of conditional independence in factor models via Hilbert-Schmidt independence criterion (Q6183689) (← links)
• A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test (Q6626355) (← links)