Pages that link to "Item:Q1663288"
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The following pages link to A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288):
Displaying 11 items.
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
- Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models (Q2242174) (← links)
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Efficient Diagnostics for Parametric Regression Models with Distortion Measurement Errors Incorporating Dimension-reduction (Q5089463) (← links)
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression (Q6138754) (← links)
- Model checking for parametric single-index quantile models (Q6541603) (← links)
- Powerful nonparametric checks for parametric single-index quantile models with missing responses (Q6544022) (← links)
