Pages that link to "Item:Q1359416"
From MaRDI portal
The following pages link to Nonparametric model checks for regression (Q1359416):
Displayed 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- On the performance of nonparametric specification tests in regression models (Q951882) (← links)
- Diagnostic checking for multivariate regression models (Q953847) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- Nonparametric lack-of-fit tests for parametric mean-regression models with censored data (Q958919) (← links)
- Regional residual plots for assessing the fit of linear regression models (Q959287) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Distributional convergence under proportional censorship when covariables are present (Q1273012) (← links)
- Diagnostics for nonlinearity in generalized linear models. (Q1285508) (← links)
- Permutation tests for multivariate location problems (Q1293660) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions (Q1368844) (← links)
- Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model) (Q1408195) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
- Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- Goodness-of-fit test for monotonous nonlinear regression models. (Q1426647) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- On testing for no effect of the predictor on response (Q1568242) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Validation of linear regression models (Q1807092) (← links)
- Model checks for regression: an innovation process approach (Q1807146) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← 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)
- 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)
- 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)
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Estimation of regression contour clusters -- an application of the excess mass approach to regression (Q2485989) (← links)
- Goodness-of-fit testing in interval censoring case 1 (Q2494677) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models (Q3445340) (← links)