Pages that link to "Item:Q1590560"

The following pages link to On bootstrapping \(L_2\)-type statistics in density testing (Q1590560):

Displaying 15 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
• Density testing in a contaminated sample (Q860334) (← links)
• Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
• The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Model Checks in Inverse Regression Models with Convolution-Type Operators (Q2911719) (← links)
• A test for the equality of monotone transformations of two random variables (Q2954248) (← links)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
• Goodness‐of‐fit Test for Directional Data (Q5413956) (← links)