Pages that link to "Item:Q1848914"

The following pages link to Significance testing in nonparametric regression based on the bootstrap. (Q1848914):

Displaying 45 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• A consistent characteristic function-based test for conditional independence (Q289185) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A conditional independence test for dependent data based on maximal conditional correlation (Q413769) (← links)
• Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data (Q453002) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Testing functional inequalities (Q528113) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• A bootstrap approach to model checking for linear models under length-biased data (Q1029643) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
• Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• Goodness-of-fit test for nonparametric regression models: smoothing spline ANOVA models as example (Q1662327) (← links)
• Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• Nonparametric tests for conditional symmetry (Q1792455) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Empirical likelihood based testing for regression (Q1951764) (← links)
• Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
• Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
• Test for conditional independence with application to conditional screening (Q2293386) (← links)
• A significance test for covariates in nonparametric regression (Q2340873) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing (Q2852622) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
• GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
• Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
• A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
• Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
• Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
• Significance test for semiparametric conditional average treatment effects and other structural functions (Q6071700) (← links)
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA (Q6156586) (← links)